Generation of point sets by convex optimization for interpolation in reproducing kernel Hilbert spaces

DOI10.1007/S11075-019-00792-WMaRDI QIDQ2189409zbMATH OpenOpenAlexFDO

Authors Ken'ichiro Tanaka

Publication date 15 June 2020

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1810.08505

zbMATH Keywords

optimal designpower functionkernel interpolation

Mathematics Subject Classification ID

Numerical interpolation (65D05) Interpolation in approximation theory (41A05) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22)

Abstract: We propose algorithms to take point sets for kernel-based interpolation of functions in reproducing kernel Hilbert spaces (RKHSs) by convex optimization. We consider the case of kernels with the Mercer expansion and propose an algorithm by deriving a second-order cone programming (SOCP) problem that yields $n$ points at one sitting for a given integer $n$. In addition, by modifying the SOCP problem slightly, we propose another sequential algorithm that adds an arbitrary number of new points in each step. Numerical experiments show that in several cases the proposed algorithms compete with the $P$-greedy algorithm, which is known to provide nearly optimal points.

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Cited in

(5)

• Kernel-based interpolation at approximate Fekete points
• mat_points_interp_rkhs
• Generation of collocation points in the method of fundamental solutions for 2D Laplace's equation
• Convergence rates for matrix P-greedy variants
• Reproducing kernel Hilbert space method for optimal interpolation of potential field data

Describes a project that uses

Uses Software

• Matlab
• GaussQR
• LEBFEK
• GitHub

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