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An algorithm for computing constrained smoothing spline functions

Research paper by Tommy Elfving, Lars-Erik Andersson

Indexed on: 01 Sep '87Published on: 01 Sep '87Published in: Numerische Mathematik



Abstract

The problem of computing constrained spline functions, both for ideal data and noisy data, is considered. Two types of constriints are treated, namely convexity and convexity together with monotonity. A characterization result for constrained smoothing splines is derived. Based on this result a Newton-type algorithm is defined for computing the constrained spline function. Thereby it is possible to apply the constraints over a whole interval rather than at a discrete set of points. Results from numerical experiments are included.