bv_cvxbook_extra_exercises

D a piecewise linear penalty 0 u 02 u 02 02

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Unformatted text preview: rational fit to the exponential. (See exercise 6.9 of Convex Optimization.) We consider the specific problem instance with data ti = −3 + 6(i − 1)/(k − 1), yi = e t i , i = 1, . . . , k, where k = 201. (In other words, the data are obtained by uniformly sampling the exponential function over the interval [−3, 3].) Find a function of the form f ( t) = a 0 + a 1 t + a 2 t2 1 + b1 t + b2 t 2 that minimizes maxi=1,...,k |f (ti ) − yi |. (We require that 1 + b1 ti + b2 t2 > 0 for i = 1, . . . , k .) i Find optimal values of a0 , a1 , a2 , b1 , b2 , and give the optimal objective value, computed to an accuracy of 0.001. Plot the data and the optimal rational function fit on the same plot. On a different plot, give the fitting error, i.e., f (ti ) − yi . Hint. You can use strcmp(cvx_status,’Solved’), after cvx_end, to check if a feasibility problem is feasible. 39 5.3 Approximation with trigonometric polynomials. Suppose y : R → R is a 2π -periodic function. We will approximate...
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