Extensions of Gauss quadrature via linear programming

DOI10.1007/S10208-014-9197-9zbMATH Open1327.65049OpenAlexW2095886698MaRDI QIDQ896553FDOQ896553

Authors: Ernest K. Ryu, Stephen Boyd 

Publication date: 10 December 2015

Published in: Foundations of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10208-014-9197-9

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zbMATH Keywords

convex optimizationGauss quadraturesemi-infinite programming

Mathematics Subject Classification ID

Numerical quadrature and cubature formulas (65D32) Semi-infinite programming (90C34) Programming in abstract spaces (90C48)

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Cited In (27)

• CQMC: an improved code for low-dimensional compressed quasi-MonteCarlo cubature
• Near optimal Tchakaloff meshes for compact sets with Markov exponent 2
• Generation and application of multivariate polynomial quadrature rules
• Numerical integration of discontinuous functions: moment fitting and smart octree
• Spectral decomposition of \(H^1 (\mu)\) and Poincaré inequality on a compact interval -- application to kernel quadrature
• Discontinuous Galerkin reduced basis empirical quadrature procedure for model reduction of parametrized nonlinear conservation laws
• On the computation of Gaussian quadrature rules for Chebyshev sets of linearly independent functions
• Stable high-order cubature formulas for experimental data
• Sparse data-driven quadrature rules via \(\ell^p\)-quasi-norm minimization
• Fast sampling from \(\beta \)-ensembles
• Learning to differentiate
• Stable high-order randomized cubature formulae in arbitrary dimension
• A survey of semidefinite programming approaches to the generalized problem of moments and their error analysis
• Monte Carlo cubature construction
• Gaussian quadrature and polynomial approximation for one-dimensional ridge functions
• The Gauss quadrature for general linear functionals, Lanczos algorithm, and minimal partial realization
• Title not available (Why is that?)
• An LP empirical quadrature procedure for parametrized functions
• Nearly optimal nested sensors location for polynomial regression on complex geometries
• An LP empirical quadrature procedure for reduced basis treatment of parametrized nonlinear PDEs
• Quadrature-based polynomial optimization
• Gauss quadrature for quasi-definite linear functionals
• PI-type fully symmetric quadrature rules on the 3-, \dots, 6-simplexes
• Convergence rates of RLT and Lasserre-type hierarchies for the generalized moment problem over the simplex and the sphere
• Optimization approaches to quadrature: new characterizations of Gaussian quadrature on the line and quadrature with few nodes on plane algebraic curves, on the plane and in higher dimensions
• Numerical integration in multiple dimensions with designed quadrature
• Generating nested quadrature rules with positive weights based on arbitrary sample sets

Uses Software

• PDCO

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