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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2020, Volume 60, Number 11, Pages 1867–1880
DOI: https://doi.org/10.31857/S0044466920110150
(Mi zvmmf11158)
 

Optimal control

Convergence of Hölder projections to chebyshev projections

V. I. Zorkal'tsev

Limnological Institute, Siberian Branch, Russian Academy of Sciences, Irkutsk, 664033 Russia
References:
Abstract: The problem of finding a point of a linear manifold with a minimal weighted Chebyshev norm is considered. In particular, to such a problem, the Chebyshev approximation is reduced. An algorithm that always produces a unique solution to this problem is presented. The algorithm consists in finding relatively internal points of optimal solutions of a finite sequence of linear programming problems. It is proved that the solution generated by this algorithm is the limit to which the Hölder projections of the origin of coordinates onto a linear manifold converge with infinitely increasing power index of the Hölder norms using the same weight coefficients as the Chebyshev norm.
Key words: Hölder norms, Chebyshev norms, Hölder projections, Chebyshev projections, Chebyshev approximation, Haar condition, relatively interior points of optimal solutions.
Funding agency Grant number
Russian Foundation for Basic Research 19-07-00322
Russian Academy of Sciences - Federal Agency for Scientific Organizations 0279-2019-0003
This work was supported by the Russian Foundation for Basic Research (project no. 19-07-00322) and the Russian Academy of Sciences (project no. 0279-2019-0003).
Received: 30.01.2020
Revised: 07.02.2020
Accepted: 07.07.2020
English version:
Computational Mathematics and Mathematical Physics, 2020, Volume 60, Issue 11, Pages 1810–1822
DOI: https://doi.org/10.1134/S0965542520110147
Bibliographic databases:
Document Type: Article
UDC: 519.6
Language: Russian
Citation: V. I. Zorkal'tsev, “Convergence of Hölder projections to chebyshev projections”, Zh. Vychisl. Mat. Mat. Fiz., 60:11 (2020), 1867–1880; Comput. Math. Math. Phys., 60:11 (2020), 1810–1822
Citation in format AMSBIB
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\paper Convergence of H\"older projections to chebyshev projections
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\issue 11
\pages 1867--1880
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\pages 1810--1822
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    Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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