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  2. Function approximation - Wikipedia

    en.wikipedia.org/wiki/Function_approximation

    Several progressively more accurate approximations of the step function. An asymmetrical Gaussian function fit to a noisy curve using regression.. In general, a function approximation problem asks us to select a function among a well-defined class [citation needed] [clarification needed] that closely matches ("approximates") a target function [citation needed] in a task-specific way.

  3. Approximation theory - Wikipedia

    en.wikipedia.org/wiki/Approximation_theory

    The objective is to make the approximation as close as possible to the actual function, typically with an accuracy close to that of the underlying computer's floating point arithmetic. This is accomplished by using a polynomial of high degree, and/or narrowing the domain over which the polynomial has to approximate the function. Narrowing the ...

  4. Approximation algorithm - Wikipedia

    en.wikipedia.org/wiki/Approximation_algorithm

    where f(y) is the value/cost of the solution y for the instance x. Clearly, the performance guarantee is greater than or equal to 1 and equal to 1 if and only if y is an optimal solution. If an algorithm A guarantees to return solutions with a performance guarantee of at most r ( n ), then A is said to be an r ( n )-approximation algorithm and ...

  5. Low-rank approximation - Wikipedia

    en.wikipedia.org/wiki/Low-rank_approximation

    In mathematics, low-rank approximation refers to the process of approximating a given matrix by a matrix of lower rank. More precisely, it is a minimization problem, in which the cost function measures the fit between a given matrix (the data) and an approximating matrix (the optimization variable), subject to a constraint that the approximating matrix has reduced rank.

  6. List of numerical analysis topics - Wikipedia

    en.wikipedia.org/wiki/List_of_numerical_analysis...

    Relaxation (approximation) — approximating a given problem by an easier problem by relaxing some constraints Lagrangian relaxation; Linear programming relaxation — ignoring the integrality constraints in a linear programming problem; Self-concordant function; Reduced costcost for increasing a variable by a small amount

  7. Quadratic assignment problem - Wikipedia

    en.wikipedia.org/wiki/Quadratic_assignment_problem

    Intuitively, the cost function encourages facilities with high flows between each other to be placed close together. The problem statement resembles that of the assignment problem, except that the cost function is expressed in terms of quadratic inequalities, hence the name.

  8. Least-squares function approximation - Wikipedia

    en.wikipedia.org/wiki/Least-squares_function...

    In mathematics, least squares function approximation applies the principle of least squares to function approximation, by means of a weighted sum of other functions.The best approximation can be defined as that which minimizes the difference between the original function and the approximation; for a least-squares approach the quality of the approximation is measured in terms of the squared ...

  9. Cost function - Wikipedia

    en.wikipedia.org/wiki/Cost_function

    Cost function. In economics, the cost curve, expressing production costs in terms of the amount produced. In mathematical optimization, ...