Monotone smoothing splines using general linear systems

DOI10.1002/ASJC.557MaRDI QIDQ3454401zbMATH OpenOpenAlexFDO

Authors Masaaki Nagahara, Clyde Martin

Publication date 24 November 2015

Published in Asian Journal of Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1308.1509, http://hdl.handle.net/2433/173110

zbMATH Keywords

model predictive controloptimal controlquadratic programmingsemi-infinite optimizationsmoothing splines

Mathematics Subject Classification ID

Numerical computation using splines (65D07) Semi-infinite programming (90C34) Design techniques (robust design, computer-aided design, etc.) (93B51) Linear systems in control theory (93C05)

Abstract: In this paper, a method is proposed to solve the problem of monotone smoothing splines using general linear systems. This problem, also called monotone control theoretic splines, has been solved only when the curve generator is modeled by the second-order integrator, but not for other cases. The difficulty in the problem is that the monotonicity constraint should be satisfied over an interval which has the cardinality of the continuum. To solve this problem, we first formulate the problem as a semi-infinite quadratic programming, and then we adopt a discretization technique to obtain a finite-dimensional quadratic programming problem. It is shown that the solution of the finite-dimensional problem always satisfies the infinite-dimensional monotonicity constraint. It is also proved that the approximated solution converges to the exact solution as the discretization grid-size tends to zero. An example is presented to show the effectiveness of the proposed method.

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Cited in

(6)

• Monotone smoothing splines with bounds
• Production phase and ultimate pit limit design under commodity price uncertainty
• Monotonic Smoothing Splines Fitted by Cross Validation
• Efficient estimation of smoothing spline with exact shape constraints
• Monotone Data Smoothing by Quadratic Splines via Dualization
• Adaptive vector-valued splines for the resolution of inverse problems

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