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Minimizing the condition number of a Gram matrix. (English) Zbl 1220.65055

The authors consider the problem of finding a set of points and/or weights which minimizes the condition number of the Gram matrix, \(k(A(x))\), defined by a polynomial basis. They propose a smoothing function for \(k(A(x))\) and show various properties of the smoothing function which ensure that a class of smoothing algorithms for solving the \(k(A(x))\) minimization problem converges to a Clarke stationary point globally.

MSC:

65F35 Numerical computation of matrix norms, conditioning, scaling
90C26 Nonconvex programming, global optimization
15A12 Conditioning of matrices
15B57 Hermitian, skew-Hermitian, and related matrices