An Efficient Algorithm for Generating Univariate Cubic L1 Splines

被引：0
|
作者：
Hao Cheng
Shu-Cherng Fang
John E. Lavery
机构：
[1] North Carolina State University,Industrial Engineering and Operations Research
[2] Army Research Laboratory,Mathematics Division, Army Research Office
来源：
Computational Optimization and Applications | 2004年 / 29卷
关键词：
active set method; convex programming; cubic ; spline; geometric programming;
D O I：
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学科分类号：
摘要：
An active set based algorithm for calculating the coefficients of univariate cubic L1 splines is developed. It decomposes the original problem in a geometric-programming setting into independent optimization problems of smaller sizes. This algorithm requires only simple algebraic operations to obtain an exact optimal solution in a finite number of iterations. In stability and computational efficiency, the algorithm outperforms a currently widely used discretization-based primal affine algorithm.
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页码：219 / 253
页数：34
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