Over-constrained Weierstrass iteration and the nearest consistent system

We propose a generalization of the Weierstrass iteration for over-constrained systems of equations and we prove that the proposed method is the Gauss-Newton iteration to find the nearest system which has at least $k$ common roots and which is obtained via a perturbation of prescribed structure. In the univariate case we show the connection of our method to the optimization problem formulated by Karmarkar and Lakshman for the nearest GCD. In the multivariate case we generalize the expressions of Karmarkar and Lakshman, and give explicitly several iteration functions to compute the optimum. The arithmetic complexity of the iterations is detailed

International Conference on Continuous Optimization (ICCOPT) 2019 Conference Book

The Sixth International Conference on Continuous Optimization took place on the campus of the Technical University of Berlin, August 3-8, 2019. The ICCOPT is a flagship conference of the Mathematical Optimization Society (MOS), organized every three years. ICCOPT 2019 was hosted by the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Berlin. It included a Summer School and a Conference with a series of plenary and semi-plenary talks, organized and contributed sessions, and poster sessions. This book comprises the full conference program. It contains, in particular, the scientific program in survey style as well as with all details, and information on the social program, the venue, special meetings, and more

Adaptive value function approximation in reinforcement learning using wavelets

A thesis submitted to the Faculty of Science, School of Computational and Applied Mathematics University of the Witwatersrand, Johannesburg, in fulfilment of the requirements for the degree of Doctor of Philosophy. Johannesburg, South Africa, July 2015.Reinforcement learning agents solve tasks by finding policies that maximise their reward over time. The policy can be found from the value function, which represents the value of each state-action pair. In continuous state spaces, the value function must be approximated. Often, this is done using a fixed linear combination of functions across all dimensions. We introduce and demonstrate the wavelet basis for reinforcement learning, a basis function scheme competitive against state of the art fixed bases. We extend two online adaptive tiling schemes to wavelet functions and show their performance improvement across standard domains. Finally we introduce the Multiscale Adaptive Wavelet Basis (MAWB), a wavelet-based adaptive basis scheme which is dimensionally scalable and insensitive to the initial level of detail. This scheme adaptively grows the basis function set by combining across dimensions, or splitting within a dimension those candidate functions which have a high estimated projection onto the Bellman error. A number of novel measures are used to find this estimate.

Third International Conference on Inverse Design Concepts and Optimization in Engineering Sciences (ICIDES-3)

Papers from the Third International Conference on Inverse Design Concepts and Optimization in Engineering Sciences (ICIDES) are presented. The papers discuss current research in the general field of inverse, semi-inverse, and direct design and optimization in engineering sciences. The rapid growth of this relatively new field is due to the availability of faster and larger computing machines

MS FT-2-2 7 Orthogonal polynomials and quadrature: Theory, computation, and applications

Quadrature rules find many applications in science and engineering. Their analysis is a classical area of applied mathematics and continues to attract considerable attention. This seminar brings together speakers with expertise in a large variety of quadrature rules. It is the aim of the seminar to provide an overview of recent developments in the analysis of quadrature rules. The computation of error estimates and novel applications also are described

Generalized averaged Gaussian quadrature and applications

A simple numerical method for constructing the optimal generalized averaged Gaussian quadrature formulas will be presented. These formulas exist in many cases in which real positive GaussKronrod formulas do not exist, and can be used as an adequate alternative in order to estimate the error of a Gaussian rule. We also investigate the conditions under which the optimal averaged Gaussian quadrature formulas and their truncated variants are internal