Piecewise convex-concave approximation in the minimax norm

DOI10.1007/978-3-030-12767-1_6MaRDI QIDQ2337594zbMATH OpenOpenAlexFDO

Authors Michael P. Cullinan

Publication date 20 November 2019

Full work available at URL https://arxiv.org/abs/1007.4518

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59)

Abstract: Suppose that $ffineal{s}^n$ is a vector of $n$ error-contaminated measurements of $n$ smooth values measured at distinct and strictly ascending abscissae. The following projective technique is proposed for obtaining a vector of smooth approximations to these values. Find yy minimizing $|yy-ff{|}_{infty}$ subject to the constraints that the second order consecutive divided differences of the components of yy change sign at most $q$ times. This optimization problem (which is also of general geometrical interest) does not suffer from the disadvantage of the existence of purely local minima and allows a solution to be constructed in $O(nq)$ operations. A new algorithm for doing this is developed and its effectiveness is proved. Some of the results of applying it to undulating and peaky data are presented, showing that it is economical and can give very good results, particularly for large densely-packed data, even when the errors are quite large.

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