VA & Opt Webinar: Reinier Diaz Millan (Deakin)

Title: An algorithm for pseudo-monotone operators with application to rational approximation

Speaker: Reinier Diaz Millan (Deakin)

Date and Time: October 7th, 2020, 17:00 AEDT (Register here for remote connection via Zoom)

Abstract: The motivation of this paper is the development of an optimisation method for solving optimisation problems appearing in Chebyshev rational and generalised rational approximation problems, where the approximations are constructed as ratios of linear forms (linear combination of basis functions). The coefficients of the linear forms are subject to optimisation and the basis functions are continuous function. It is known that the objective functions in generalised rational approximation problems are quasi-convex. In this paper we also prove a stronger result, the objective functions are pseudo-convex. Then we develop numerical methods, that are efficient for a wide range of pseudo-convex functions and test them on generalised rational approximation problems.