April  2009, 5(2): 351-361. doi: 10.3934/jimo.2009.5.351

Robust univariate cubic $L_2$ splines: Interpolating data with uncertain positions of measurements


Division of Management, University of Toronto at Scarborough, Scarborough, Ontario M1C 1A4, Canada


Industrial Engineering and Operations Research, North Carolina State University, NC 27695-7906, USA, and Departments of Mathematical Sciences and Industrial Engineering, Tsinghua University, Beijing, China


School of Mathematics, University of Birmingham, Edgbaston, Birmingham B15 2TT, United Kingdom

Received  April 2008 Revised  September 2008 Published  April 2009

Traditional univariate cubic spline models assume that the position and function value of each knot are given precisely. It has been observed that errors in data could result in significant fluctuations of the resulting spline. To handle situations that involve uncertainty only in measurements of function values, the concept of a robust spline has been developed in the literature. We propose a more general concept of a PH-robust cubic spline that takes into account also uncertainty in positions of measurements (knots or boundary points) using the paradigm of robust optimization. This bridges the robustness concepts developed in the interpolation/approximation and the optimization communities. Our model handles the case of "coordinated" variations of positions of measurements. It is formulated as a semi-infinite convex optimization problem. We develop a reformulation of the model as a finite explicit convex optimization problem, which makes it possible to use standard convex optimization algorithms for computation.
Citation: Igor Averbakh, Shu-Cherng Fang, Yun-Bin Zhao. Robust univariate cubic $L_2$ splines: Interpolating data with uncertain positions of measurements. Journal of Industrial & Management Optimization, 2009, 5 (2) : 351-361. doi: 10.3934/jimo.2009.5.351

V. Rehbock, K.L. Teo, L.S. Jennings. Suboptimal feedback control for a class of nonlinear systems using spline interpolation. Discrete & Continuous Dynamical Systems, 1995, 1 (2) : 223-236. doi: 10.3934/dcds.1995.1.223


Yubo Yuan, Weiguo Fan, Dongmei Pu. Spline function smooth support vector machine for classification. Journal of Industrial & Management Optimization, 2007, 3 (3) : 529-542. doi: 10.3934/jimo.2007.3.529


Z.Y. Wu, H.W.J. Lee, F.S. Bai, L.S. Zhang. Quadratic smoothing approximation to $l_1$ exact penalty function in global optimization. Journal of Industrial & Management Optimization, 2005, 1 (4) : 533-547. doi: 10.3934/jimo.2005.1.533


Maxime Breden, Jean-Philippe Lessard. Polynomial interpolation and a priori bootstrap for computer-assisted proofs in nonlinear ODEs. Discrete & Continuous Dynamical Systems - B, 2018, 23 (7) : 2825-2858. doi: 10.3934/dcdsb.2018164


H. N. Mhaskar, T. Poggio. Function approximation by deep networks. Communications on Pure & Applied Analysis, 2020, 19 (8) : 4085-4095. doi: 10.3934/cpaa.2020181


Jeremy Levesley, Xinping Sun, Fahd Jarad, Alexander Kushpel. Interpolation of exponential-type functions on a uniform grid by shifts of a basis function. Discrete & Continuous Dynamical Systems - S, 2021, 14 (7) : 2399-2416. doi: 10.3934/dcdss.2020403


Igor E. Pritsker and Richard S. Varga. Weighted polynomial approximation in the complex plane. Electronic Research Announcements, 1997, 3: 38-44.


Michal Málek, Peter Raith. Stability of the distribution function for piecewise monotonic maps on the interval. Discrete & Continuous Dynamical Systems, 2018, 38 (5) : 2527-2539. doi: 10.3934/dcds.2018105


Adil Bagirov, Sona Taheri, Soodabeh Asadi. A difference of convex optimization algorithm for piecewise linear regression. Journal of Industrial & Management Optimization, 2019, 15 (2) : 909-932. doi: 10.3934/jimo.2018077


Jaume Llibre, Yilei Tang. Limit cycles of discontinuous piecewise quadratic and cubic polynomial perturbations of a linear center. Discrete & Continuous Dynamical Systems - B, 2019, 24 (4) : 1769-1784. doi: 10.3934/dcdsb.2018236


Hebai Chen, Jaume Llibre, Yilei Tang. Centers of discontinuous piecewise smooth quasi–homogeneous polynomial differential systems. Discrete & Continuous Dynamical Systems - B, 2019, 24 (12) : 6495-6509. doi: 10.3934/dcdsb.2019150


Yifan Chen, Thomas Y. Hou. Function approximation via the subsampled Poincaré inequality. Discrete & Continuous Dynamical Systems, 2021, 41 (1) : 169-199. doi: 10.3934/dcds.2020296


Saisai Shi, Bo Tan, Qinglong Zhou. Best approximation of orbits in iterated function systems. Discrete & Continuous Dynamical Systems, 2021, 41 (9) : 4085-4104. doi: 10.3934/dcds.2021029


David Yang Gao, Changzhi Wu. On the triality theory for a quartic polynomial optimization problem. Journal of Industrial & Management Optimization, 2012, 8 (1) : 229-242. doi: 10.3934/jimo.2012.8.229


Anass Belcaid, Mohammed Douimi, Abdelkader Fassi Fihri. Recursive reconstruction of piecewise constant signals by minimization of an energy function. Inverse Problems & Imaging, 2018, 12 (4) : 903-920. doi: 10.3934/ipi.2018038


Ábel Garab. Unique periodic orbits of a delay differential equation with piecewise linear feedback function. Discrete & Continuous Dynamical Systems, 2013, 33 (6) : 2369-2387. doi: 10.3934/dcds.2013.33.2369


Zhichuan Zhu, Bo Yu, Li Yang. Globally convergent homotopy method for designing piecewise linear deterministic contractual function. Journal of Industrial & Management Optimization, 2014, 10 (3) : 717-741. doi: 10.3934/jimo.2014.10.717


Gleb Beliakov. Construction of aggregation operators for automated decision making via optimal interpolation and global optimization. Journal of Industrial & Management Optimization, 2007, 3 (2) : 193-208. doi: 10.3934/jimo.2007.3.193


Jianjun Liu, Min Zeng, Yifan Ge, Changzhi Wu, Xiangyu Wang. Improved Cuckoo Search algorithm for numerical function optimization. Journal of Industrial & Management Optimization, 2020, 16 (1) : 103-115. doi: 10.3934/jimo.2018142


Christoph Bandt, Helena PeÑa. Polynomial approximation of self-similar measures and the spectrum of the transfer operator. Discrete & Continuous Dynamical Systems, 2017, 37 (9) : 4611-4623. doi: 10.3934/dcds.2017198

2019 Impact Factor: 1.366


  • PDF downloads (66)
  • HTML views (0)
  • Cited by (2)

Other articles
by authors

[Back to Top]