Computing minimal interpolants in C^1,1(R^d)

Abstract: We consider the following interpolation problem. Suppose one is given a finite set

E s u b s e t m a t h b b R^{d}

, a function

f : E i g h t a r r o w m a t h b b R

, and possibly the gradients of

f

at the points of

E

. We want to interpolate the given information with a function

F i n C^{1, 1} (m a t h b b R^{d})

with the minimum possible value of

m a t h r m L i p (a b l a F)

. We present practical, efficient algorithms for constructing an

F

such that

m a t h r m L i p (a b l a F)

is minimal, or for less computational effort, within a small dimensionless constant of being minimal.

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