An algorithm for cubic spline fitting with convexity constraints

DOI10.1007/BF02237820zbMath0419.65006OpenAlexW419198567MaRDI QIDQ1132490

Paul Dierckx

Publication date: 1980

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02237820

zbMATH Keywords

quadratic programmingsplinescurve fittingconvexity constraints

Mathematics Subject Classification ID

Numerical computation using splines (65D07) Numerical smoothing, curve fitting (65D10) Quadratic programming (90C20) Spline approximation (41A15) Software, source code, etc. for problems pertaining to numerical analysis (65-04)

Related Items (14)

Efficient estimation of smoothing spline with exact shape constraints ⋮ Shape preserving approximations by polynomials and splines ⋮ Surface fitting using convex tensor-product splines ⋮ Shape restricted nonparametric regression with Bernstein polynomials ⋮ Shape preserving least-squares approximation by polynomial parametric spline curves ⋮ Shape-preserving interpolation on surfaces via variable-degree splines ⋮ Shape preserving approximation by spatial cubic splines ⋮ A survey on univariate data interpolation and approximation by splines of given shape ⋮ Shape constrained smoothing using smoothing splines ⋮ Semiparametric regression with shape-constrained penalized splines ⋮ Multivariate data modelling by metric approximants ⋮ Fitting monotone polynomials in mixed effects models ⋮ A nonparametric test of the non-convexity of regression ⋮ Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints

Cites Work

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• On Polya frequency functions. IV: The fundamental spline functions and their limits
• On calculating with B-splines
• Quadratic Programming as an Extension of Classical Quadratic Maximization
• Polynomial and spline approximation by quadratic programming
• An interactive display for approximation by linear programming
• Applications of Linear Programming to Numerical Analysis
• The Numerical Evaluation of B-Splines

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