[BOOK][B] Condition: The geometry of numerical algorithms

P Bürgisser, F Cucker - 2013 - books.google.com
This book gathers threads that have evolved across different mathematical disciplines into
seamless narrative. It deals with condition as a main aspect in the understanding of the …

Computing over the reals: Where Turing meets Newton

L Blum - Notices of the AMS, 2004 - ams.org
The classical (Turing) theory of computation has been extraordinarily successful in providing
the foundations and framework for theoretical computer science. Yet its dependence on 0s …

The condition number of Riemannian approximation problems

P Breiding, N Vannieuwenhoven - SIAM Journal on Optimization, 2021 - SIAM
We consider the local sensitivity of least-squares formulations of inverse problems. The sets
of inputs and outputs of these problems are assumed to have the structures of Riemannian …

Computational experience and the explanatory value of condition measures for linear optimization

F Ordónez, RM Freund - SIAM Journal on Optimization, 2003 - SIAM
The modern theory of condition measures for convex optimization problems was initially
developed for convex problems in the conic format (CP_d)\qquad\z_*:=\min_x{c^tx|Ax …

Computing the homology of real projective sets

F Cucker, T Krick, M Shub - Foundations of Computational Mathematics, 2018 - Springer
We describe and analyze a numerical algorithm for computing the homology (Betti numbers
and torsion coefficients) of real projective varieties. Here numerical means that the algorithm …

[HTML][HTML] A numerical algorithm for zero counting, I: Complexity and accuracy

F Cucker, T Krick, G Malajovich, M Wschebor - Journal of Complexity, 2008 - Elsevier
We describe an algorithm to count the number of distinct real zeros of a polynomial (square)
system f. The algorithm performs O (log (nDκ (f))) iterations (grid refinements) where n is the …

Probabilistic analysis of the Grassmann condition number

D Amelunxen, P Bürgisser - Foundations of Computational Mathematics, 2015 - Springer
We analyze the probability that a random m-dimensional linear subspace of R^n both
intersects a regular closed convex cone C⊆R^n and lies within distance α of an m …

Relative robust portfolio optimization

R Hauser, V Krishnamurthy, R Tütüncü - arxiv preprint arxiv:1305.0144, 2013 - arxiv.org
Considering mean-variance portfolio problems with uncertain model parameters, we
contrast the classical absolute robust optimization approach with the relative robust …

Probabilistic analyses of condition numbers

F Cucker - Acta Numerica, 2016 - cambridge.org
In recent decades, condition numbers have joined forces with probabilistic analysis to give
rise to a form of condition-based analysis of algorithms. In this paper we survey how this …

Coverage processes on spheres and condition numbers for linear programming

P Bürgisser, F Cucker, M Lotz - 2010 - projecteuclid.org
This paper has two agendas. Firstly, we exhibit new results for coverage processes. Let p (n,
m, α) be the probability that n spherical caps of angular radius α in S m do not cover the …