An algorithm for complex linear approximation based on semi-infinite programming

DOI10.1007/BF02108463MaRDI QIDQ1315207zbMATH OpenFDO

Authors B. Fischer, Jan Modersitzki

Publication date 6 November 1994

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02108463

zbMATH Keywords

\(L\)-shaped regioncomplex linear approximationconvergenceextreme points of the error functionHaar systemsprimal and dual optimizationsemi-infinite-programmingsimplex algorithmSolotareff polynomial

Mathematics Subject Classification ID

Approximation in the complex plane (30E10) General theory of numerical methods in complex analysis (potential theory, etc.) (65E05) Numerical mathematical programming methods (65K05) Semi-infinite programming (90C34)

Review text

Complex linear approximation, even with Haar systems suffers from the lack of information about the characterising number of extreme points of the error function. In a first step, the authors re-write the complex approximation problem in terms of an optimization problem. This problem is linear, but not finite. Thus, a certain discretization is used which yields a finite problem. Eventually, by combining the primal and the dual optimization problem, the authors reduce the problem to a set of equations. They describe how to find an initial guess and to improve that guess. The improvement is done by treating the dual problem (in the spirit of Remez) by an exchange of a single point which corresponds to a single step in the simplex algorithm which increases the lower bound for the maximal error. The authors present a convergence proof, thereby correcting a proof by \textit{P. T. P. Tang} [Ph. D. Thesis, Univ. of California at Berkeley (1987)]. Furthermore, the authors present two examples -- one is to find a Solotareff polynomial, the other consists of finding a certain approximation on an \(L\)-shaped region. The corresponding MATLAB code which was used is available.

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Cites work

• A cutting plane method for solving minimax problems in the complex plane
• A Fast Algorithm for Linear Complex Chebyshev Approximations
• A New Method for Chebyshev Approximation of Complex-Valued Functions
• A Unified Approach to Certain Problems of Approximation and Minimization
• Complex Chebyshev Polynomials on Circular Sectors with Degree Six or Less
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Cited in

(9)

• Parallel computation of polynomials with minimal uniform norm and its application to large eigenproblems
• Wave polynomials, transmutations and Cauchy's problem for the Klein-Gordon equation
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• An algorithm for real and complex rational minimax approximation
• Approximation algorithms for optimization of real-valued general conjugate complex forms
• Extremal polynomials and sets of minimal capacity
• Chebyshev polynomials related to Jacobi weights

Describes a project that uses

Uses Software

• COCA
• Matlab

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