M give the values of a and b that you nd and verify

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: ith elements gk (u), gk (u), and gk (u). (The right derivatives are returned for u = 0, and the left derivatives for u = 10.) Solve the convex spline fitting problem (21) for this example, and plot the optimal spline. 45 5.9 Robust least-squares with interval coefficient matrix. An interval matrix in Rm×n is a matrix whose entries are intervals: ¯ A = {A ∈ Rm×n | |Aij − Aij | ≤ Rij , i = 1, . . . , m, j = 1, . . . , n}. ¯ The matrix A ∈ Rm×n is called the nominal value or center value, and R ∈ Rm×n , which is elementwise nonnegative, is called the radius. The robust least-squares problem, with interval matrix, is minimize supA∈A Ax − b 2 , ¯ with optimization variable x ∈ Rn . The problem data are A (i.e., A and R) and b ∈ Rm . The objective, as a function of x, is called the worst-case residual norm. The robust least-squares problem is evidently a convex optimization problem. (a) Formulate the interval matrix robust least-squares problem as a standard optimization problem, e....
View Full Document

This note was uploaded on 09/10/2013 for the course C 231 taught by Professor F.borrelli during the Fall '13 term at Berkeley.

Ask a homework question - tutors are online