An Algorithm for Constrained Interpolation

DOI10.1137/0908082MaRDI QIDQ3769835zbMATH OpenOpenAlexFDO

Authors T. Elfving, L.-E. Andersson

Publication date 1987

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0908082

zbMATH Keywords

constrained interpolationconvex spline interpolationiterative methodsNewton type algorithmnonlinear system of equations

Mathematics Subject Classification ID

Spline approximation (41A15) Numerical interpolation (65D05) Numerical computation using splines (65D07)

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Cited in

(21)

• Shape-preserving interpolation and smoothing for options market implied volatility
• Constrained interpolation and smoothing
• Contrained interpolants with minimal \(W^{k,p}\)-norm
• An algorithm for computing constrained smoothing spline functions
• Interpolation and approximation by monotone cubic splines
• A survey on univariate data interpolation and approximation by splines of given shape
• Spline smoothing under constraints on derivatives
• An algorithm for constrained smoothing functions
• C^ 1 surface interpolation with constraints
• The theory of connections: connecting points
• Best interpolation in a strip. II: Reduction to unconstrained convex optimization
• Constrained optimization in \(L_{\infty}\)-norm: An algorithm for convex quadratic interpolation
• A Newton-type algorithm for solving an extremal contrained interpolation problem
• scientific article; zbMATH DE number 3882942 (Why is no real title available?)
• scientific article; zbMATH DE number 3931854 (Why is no real title available?)
• Duality and well-posedness in convex interpolation^∗)
• MONOTONE APPROXIMATION OF AGGREGATION OPERATORS USING LEAST SQUARES SPLINES
• Computing the best approximation over the intersection of a polyhedral set and the doubly nonnegative cone
• Armijo Newton method for convex best interpolation
• Constraint solving for interpolation
• No-arbitrage interpolation of the option price function and its reformulation

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