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

DOI10.1007/S11075-019-00792-WzbMATH Open1459.65020arXiv1810.08505OpenAlexW2967444460MaRDI QIDQ2189409FDOQ2189409

Ken'ichiro Tanaka

Publication date: 15 June 2020

Published in: Numerical Algorithms (Search for Journal in Brave)

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.

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)

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Cited In (4)

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

Uses Software

• Matlab
• GaussQR
• LEBFEK
• GitHub

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