Structure-preserving function approximation via convex optimization

DOI10.1137/19M130128XzbMATH Open1453.90124arXiv2008.08223OpenAlexW3091645743MaRDI QIDQ5132001FDOQ5132001

Akil C. Narayan, Mike Kirby, Vidhi Zala

Publication date: 9 November 2020

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Abstract: Approximations of functions with finite data often do not respect certain "structural" properties of the functions. For example, if a given function is non-negative, a polynomial approximation of the function is not necessarily also non-negative. We propose a formalism and algorithms for preserving certain types of such structure in function approximation. In particular, we consider structure corresponding to a convex constraint on the approximant (for which positivity is one example). The approximation problem then converts into a convex feasibility problem, but the feasible set is relatively complicated so that standard convex feasibility algorithms cannot be directly applied. We propose and discuss different algorithms for solving this problem. One of the features of our machinery is flexibility: relatively complicated constraints, such as simultaneously enforcing positivity, monotonicity, and convexity, are fairly straightforward to implement. We demonstrate the success of our algorithm on several problems in univariate function approximation.

Full work available at URL: https://arxiv.org/abs/2008.08223

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zbMATH Keywords

convex optimizationhigh-order accuracystructure-preserving approximation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Algorithms for approximation of functions (65D15) Approximation with constraints (41A29) Fourier coefficients, Fourier series of functions with special properties, special Fourier series (42A16)

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Cited In (5)

• Structure-Preserving Nonlinear Filtering for Continuous and Discontinuous Galerkin Spectral/hp Element Methods
• Approximating optimization problems over convex functions
• Hyperbolicity-preserving and well-balanced stochastic Galerkin method for two-dimensional shallow water equations
• Convex optimization-based structure-preserving filter for multidimensional finite element simulations
• ENO-based high-order data-bounded and constrained positivity-preserving interpolation

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