A new algorithm for approximating the least concave majorant.

DOI10.21136/CMJ.2017.0408-16MaRDI QIDQ4598998zbMATH OpenFDO

Authors Martin Franců, R. Kerman, Gord Sinnamon

Publication date 15 December 2017

Published in Czechoslovak Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1608.02581

zbMATH Keywords

least concave majorantlevel functionspline approximation

Mathematics Subject Classification ID

Convexity of real functions in one variable, generalizations (26A51) Convex functions and convex programs in convex geometry (52A41)

Abstract: The least concave majorant, $hatF$, of a continuous function $F$ on a closed interval, $I$, is defined by [ hat F (x) = inf left{ G(x): G geq F, G mbox{ concave} ight},; x in I. ] We present here an algorithm, in the spirit of the Jarvis March, to approximate the least concave majorant of a differentiable piecewise polynomial function of degree at most three on $I$. Given any function $Finmathcal{C}^4(I)$, it can be well-approximated on $I$ by a clamped cubic spline $S$. We show that $hatS$ is then a good approximation to $hatF$. We give two examples, one to illustrate, the other to apply our algorithm.

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