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Janosch Rieger

Publications and source records attributed to Janosch Rieger.

At least 19 recordsLinked to original sources

Galerkin approximations to the space of convex bodies by polytopes in nondegenerate V-representation

We introduce finite-dimensional approximations to the space of convex bodies based on polytopes in vertex representation. For a prescribed set of directions, the admissible point configurations form a polyhedral convex subcone of the Euclidean vector space, described by a finite system of linear inequalities. The interior of this cone contains only nondegenerate representations, in which all parameter points are distinct vertices of the represented polytope. We study the geometry of the parameter cone, redundancies in its defining inequalities, and natural projections of convex bodies onto the resulting polytope spaces. We derive quantitative approximation estimates in terms of how densely the prescribed directions cover the unit sphere and construct nested Galerkin sequences whose approximation error converges locally uniformly to zero. Finally, we use these approximation properties to establish the convergence of finite-dimensional approximations of constrained global optimization problems in the space of convex bodies.

math.OC

Efficient space-time discretizations for tracking the boundaries of reachable sets

The reachable sets of nonlinear control systems can in general only be numerically approximated, and are often very expensive to calculate. In this paper, we propose an algorithm that tracks only the boundaries of the reachable sets and that chooses the temporal and spatial discretizations in a non-uniform way to reduce the computational complexity.

math.NA

Restriction and interpolation operators for digital images and their boundaries

The aim of this paper is to provide a coherent framework for transforming boundary pairs of digital images from one resolution to another without knowledge of the full images. It is intended to facilitate the simultaneous usage of multiresolution processing and boundary reduction, primarily for algorithms in computational dynamics and computational control theory.

math.NA

Generalized Gearhart-Koshy acceleration is a Krylov subspace method

The Kaczmarz method is a row-action method for solving consistent non-square linear systems, and Gearhart-Koshy acceleration is a line-search that minimizes the Euclidean norm of the error along a ray in the direction of a Kaczmarz step. Recently one of the authors generalized this procedure to a search for the point with minimal Euclidean error norm within a sequence of nested affine subspaces. In this paper, we demonstrate that this generalization can be interpreted as a Krylov subspace method for a square linear system, which is equivalent with the original system to be solved. In exact arithmetic the method cannot break down prematurely, and it makes progress in every step. We also present a mathematically equivalent reformulation of the algorithm in terms of the Gram-Schmidt orthogonalization procedure, and we illustrate the convergence behavior of the new method with numerical experiments.

math.NA

Towards optimal space-time discretization for reachable sets of nonlinear control systems

Reachable sets of nonlinear control systems can in general only be approximated numerically, and these approximations are typically very expensive to compute. In this paper, we explore a strategy for choosing the temporal and spatial discretizations of Euler's method for reachable set computation in a non-uniform way to improve the performance of the method.

math.NA

Generalized Gearhart-Koshy acceleration for the Kaczmarz method

The Kaczmarz method is an iterative numerical method for solving large and sparse rectangular systems of linear equations. Gearhart, Koshy and Tam have developed an acceleration technique for the Kaczmarz method that minimizes the distance to the desired solution in the direction of a full Kaczmarz step. The present paper generalizes this technique to an acceleration scheme that minimizes the Euclidean norm error over an affine subspace spanned by a number of previous iterates and one additional cycle of the Kaczmarz method. The key challenge is to find a formulation in which all parameters of the least-squares problem defining the unique minimizer are known, and to solve this problem efficiently. A numerical experiment demonstrates that the proposed affine search has the potential to clearly outperform the Kaczmarz and the randomized Kaczmarz methods with and without the Gearhart-Koshy/Tam line-search.

math.NA

A learning-enhanced projection method for solving convex feasibility problems

We propose a generalization of the method of cyclic projections, which uses the lengths of projection steps carried out in the past to learn about the geometry of the problem and decides on this basis which projections to carry out in the future. We prove the convergence of this algorithm and illustrate its behavior in a first numerical study.

math.OC

Backward-Forward-Reflected-Backward Splitting for Three Operator Monotone Inclusions

In this work, we propose and analyse two splitting algorithms for finding a zero of the sum of three monotone operators, one of which is assumed to be Lipschitz continuous. Each iteration of these algorithms require one forward evaluation of the Lipschitz continuous operator and one resolvent evaluation of each of the other two operators. By specialising to two operator inclusions, we recover the forward-reflected-backward and the reflected-forward-backward splitting methods as particular cases. The inspiration for the proposed algorithms arises from interpretations of the aforementioned reflected splitting algorithms as discretisations of the continuous-time proximal point algorithm.

math.OC

A Galerkin approach to optimization in the space of convex and compact subsets of $\R^d$

The aim of this paper is to establish a theory of Galerkin approximations to the space of convex and compact subsets of $\R^d$ with favorable properties, both from a theoretical and from a computational perspective. These Galerkin spaces are first explored in depth and then used to solve optimization problems in the space of convex and compact subsets of $\R^d$ approximately.

math.OC

A linear programming approach to approximating the infinite time reachable set of strictly stable linear control systems

We develop a new numerical method for approximating the infinite time reachable set of strictly stable linear control systems. By solving a linear program with a constraint that incorporates the system dynamics, we compute a polytope with fixed facet normals as an outer approximation of the limit set. In particular, this approach does not rely on forward iteration of finite-time reachable sets.

math.OC

Explicit Formula for Preimages of Relaxed One-Sided Lipschitz Mappings with Negative Lipschitz Constants

This paper addresses Lipschitzian stability issues that play an important role in both theoretical and numerical aspects of variational analysis, optimization, and their applications. We particularly concentrate on the so-called relaxed one-sided Lipschitz property of set-valued mappings with negative Lipschitz constants. This property has been much less investigated than more conventional Lipschitzian behavior while being well recognized in a variety of applications. Recent work has revealed that set-valued mappings satisfying the relaxed one-sided Lipschitz condition with negative Lipschitz constant possess a localization property that is stronger than uniform metric regularity. The present paper complements this fact by providing a characterization not only of one specific single point of a preimage, but of entire preimages of such mappings. Developing a geometric approach, we derive an explicit formula to calculate preimages of relaxed one-sided Lipschitz mappings between finite-dimensional spaces and obtain a further specification of this formula via extreme points of image sets.

math.FA

Semilinear Parabolic Differential Inclusions with One-sided Lipschitz Nonlinearities

We present an existence result for a partial differential inclusion with linear parabolic principal part and relaxed one-sided Lipschitz multivalued nonlinearity in the framework of Gelfand triples. Our study uses discretizations of the differential inclusion by a Galerkin scheme, which is compatible with a conforming finite element method, and we analyze convergence properties of the discrete solution sets.

math.AP

Provably convergent implementations of the subdivision algorithm for the computation of invariant objects

The subdivision algorithm by Dellnitz and Hohmann for the computation of invariant sets of dynamical systems decomposes the relevant region of the state space into boxes and analyzes the induced box dynamics. Its convergence is proved in an idealized setting, assuming that the exact time evolution of these boxes can be computed. In the present article, we show that slightly modified, directly implementable versions of the original algorithm are convergent under very mild assumptions on the dynamical system. In particular, we demonastrate that neither a fine net of sample points nor very accurate approximations of the precise dynamics are necessary to guarantee convergence of the overall scheme.

math.NA

A reinterpretation of set differential equations as differential equations in a Banach space

Set differential equations are usually formulated in terms of the Hukuhara differential, which implies heavy restrictions for the nature of a solution. We propose to reformulate set differential equations as ordinary differential equations in a Banach space by identifying the convex and compact subsets of $\R^d$ with their support functions. Using this representation, we demonstrate how existence and uniqueness results can be applied to set differential equations. We provide a simple example, which can be treated in support function representation, but not in the Hukuhara setting.

math.CA

The Euler scheme for state constrained ordinary differential inclusions

We propose and analyze a variation of the Euler scheme for state constrained ordinary differential inclusions under weak assumptions on the right-hand side and the state constraints. Convergence results are given for the space-continuous and the space-discrete versions of this scheme, and a numerical example illustrates in which sense these limits have to be interpreted.

math.NA

On the solvability of relaxed one-sided Lipschitz inclusions in Hilbert spaces

We prove solvability theorems for relaxed one-sided Lipschitz multivalued mappings in Hilbert spaces and for composed mappings in the Gelfand triple setting. From these theorems, we deduce properties of the inverses of such mappings and convergence properties of a numerical scheme for the solution of algebraic inclusions.

math.OC

Approximation of reachable sets using optimal control and support vector machines

We propose and discuss a new computational method for the numerical approximation of reachable sets for nonlinear control systems. It is based on the support vector machine algorithm and represents the set approximation as a sublevel set of a function chosen in a reproducing kernel Hilbert space. In some sense, the method can be considered as an extension to the optimal control algorithm approach recently developed by Baier, Gerdts and Xausa. The convergence of the method is illustrated numerically for several examples.

math.OC

A numerical method for the solution of relaxed one-sided Lipschitz algebraic inclusions

An existing solvability result for relaxed one-sided Lipschitz algebraic inclusions is substantially improved. This enhanced solvability result allows the design of a very robust numerical method for the approximation of a solution of the algebraic inclusion. Sharp error estimates for this method, illustrative analytic examples and a numerical example are provided.

math.OC