Ellipse-preserving Hermite interpolation and subdivision

We introduce a family of piecewise-exponential functions that have the Hermite interpolation property. Our design is motivated by the search for an effective scheme for the joint interpolation of points and associated tangents on a curve with the ability to perfectly reproduce ellipses. We prove that the proposed Hermite functions form a Riesz basis and that they reproduce prescribed exponential polynomials. We present a method based on Green's functions to unravel their multi-resolution and approximation-theoretic properties. Finally, we derive the corresponding vector and scalar subdivision schemes, which lend themselves to a fast implementation. The proposed vector scheme is interpolatory and level-dependent, but its asymptotic behaviour is the same as the classical cubic Hermite spline algorithm. The same convergence properties---i.e., fourth order of approximation---are hence ensured

An interpolation-based method for the verification of security protocols

Interpolation has been successfully applied in formal methods for model checking and test-case generation for sequential programs. Security protocols, however, exhibit such idiosyncrasies that make them unsuitable to the direct application of interpolation. We address this problem and present an interpolation-based method for security protocol verification. Our method starts from a protocol specification and combines Craig interpolation, symbolic execution and the standard Dolev-Yao intruder model to search for possible attacks on the protocol. Interpolants are generated as a response to search failure in order to prune possible useless traces and speed up the exploration. We illustrate our method by means of concrete examples and discuss the results obtained by using a prototype implementation

Efficient computation of partition of unity interpolants through a block-based searching technique

In this paper we propose a new efficient interpolation tool, extremely suitable for large scattered data sets. The partition of unity method is used and performed by blending Radial Basis Functions (RBFs) as local approximants and using locally supported weight functions. In particular we present a new space-partitioning data structure based on a partition of the underlying generic domain in blocks. This approach allows us to examine only a reduced number of blocks in the search process of the nearest neighbour points, leading to an optimized searching routine. Complexity analysis and numerical experiments in two- and three-dimensional interpolation support our findings. Some applications to geometric modelling are also considered. Moreover, the associated software package written in \textsc{Matlab} is here discussed and made available to the scientific community

Iteration Complexity and Finite-Time Efficiency of Adaptive Sampling Trust-Region Methods for Stochastic Derivative-Free Optimization

Adaptive sampling with interpolation-based trust regions or ASTRO-DF is a successful algorithm for stochastic derivative-free optimization with an easy-to-understand-and-implement concept that guarantees almost sure convergence to a first-order critical point. To reduce its dependence on the problem dimension, we present local models with diagonal Hessians constructed on interpolation points based on a coordinate basis. We also leverage the interpolation points in a direct search manner whenever possible to boost ASTRO-DF's performance in a finite time. We prove that the algorithm has a canonical iteration complexity of $\mathcal{O}(\epsilon^{-2})$ almost surely, which is the first guarantee of its kind without placing assumptions on the quality of function estimates or model quality or independence between them. Numerical experimentation reveals the computational advantage of ASTRO-DF with coordinate direct search due to saving and better steps in the early iterations of the search

Numerical issues in threshold autoregressive modelling of time series

This paper analyses the contribution of various numerical approaches to making the estimation of threshold autoregressive time series more efficient. It relies on the computational advantages of QR factorizations and proposes Givens transformations to update these factors for sequential LS problems. By showing that the residual sum of squares is a continuous rational function over threshold intervals it develops a new fitting method based on rational interpolation and the standard necessary optimality condition. Taking as benchmark a simple grid search, the paper illustrates via Monte Carlo simulations the efficiency gains of the proposed tools

Efficient Generation of Craig Interpolants in Satisfiability Modulo Theories

The problem of computing Craig Interpolants has recently received a lot of interest. In this paper, we address the problem of efficient generation of interpolants for some important fragments of first order logic, which are amenable for effective decision procedures, called Satisfiability Modulo Theory solvers. We make the following contributions. First, we provide interpolation procedures for several basic theories of interest: the theories of linear arithmetic over the rationals, difference logic over rationals and integers, and UTVPI over rationals and integers. Second, we define a novel approach to interpolate combinations of theories, that applies to the Delayed Theory Combination approach. Efficiency is ensured by the fact that the proposed interpolation algorithms extend state of the art algorithms for Satisfiability Modulo Theories. Our experimental evaluation shows that the MathSAT SMT solver can produce interpolants with minor overhead in search, and much more efficiently than other competitor solvers.Comment: submitted to ACM Transactions on Computational Logic (TOCL