A computable convex programming characterization of optimal interpolatory quadratic splines with free knots (Q1079925)

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A computable convex programming characterization of optimal interpolatory quadratic splines with free knots
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    A computable convex programming characterization of optimal interpolatory quadratic splines with free knots (English)
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    1986
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    A constructive approach is developed for computing solutions of the following minimization problem for \(n=2\). Given points \(a\leq x_ 1\leq...\leq x_{n+r}\leq b\) and real numbers \(y_ 1,...,y_{n+r}\), let \(F_{\infty}^{(n)}=\{feW_{\infty}^{(n)}[a,b]:\quad f(x_ i)=y_ i,\quad i=1,...,n+r\},\) where \(W_{\infty}^{(n)}[a,b]\) denotes the Sobolev space in \(C^{n-1}[a,b]\). \textit{S. Karlin} [Trans. Am. Math. Soc. 206, 25-66 (1975; Zbl 0303.41011)] showed that there exists a perfect spline of degree n with less than r interior knots (i.e. the n-th derivative of the spline is constant in absolute value and changes sign at each knot) which solves the minimization problem. For \(n=2\) the author gives a characterization of the spline solution in terms of a convex optimization problem. By using this result standard optimization methods can be applied to compute an optimal spline. Two numerical examples are given for illustrating this approach.
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    minimization
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    perfect spline
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    convex optimization
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    optimal spline
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    numerical examples
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