ONE-SIDED APPROXIMATIONS BY LINEAR COMBINATIONS OF FUNCTIONS,

Abstract

The paper discusses how to approximate a function g(x) from one side by a linear combination of functions f sub 1 (x), ..., f sub n (x) so as to minimize the area between the two. It discusses the problem as one of finding the point where a moving hyperplane last touches a convex set and an approximate procedure based on linear programming methods. It gives details of an algorithm for solving the problem, examples, and applications to Monte Carlo Theory--generating random variables in a computer. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1969
Accession Number
AD0695796

Entities

People

  • George Marsaglia

Organizations

  • Boeing

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computer Programming
  • Computers
  • Convex Sets
  • Evolutionary Algorithms
  • Heuristic Methods
  • Linear Programming
  • Mathematics
  • Random Variables
  • Simplex Method
  • Universities

Fields of Study

  • Computer science
  • Mathematics

Readers

  • Operations Research
  • Regression Analysis.