Robust univariate spline models for interpolating interval data

Authors:
Igor Averbakh;Yun-Bin Zhao
Affiliations:
Department of Management, University of Toronto Scarborough, 1265 Military Trail, Toronto, Ontario M1C 1A4, Canada;School of Mathematics, University of Birmingham, Edgbaston, Birmingham, B15 2TT, UK and Institute of Applied Mathematics, AMSS, Chinese Academy of Sciences, Beijing 100080, China
Venue:
Operations Research Letters
Year:
2011

Citing 7
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Abstract

We consider spline interpolation problems where information about the approximated function is given by means of interval estimates for the function values over ranges of x-values instead of specific knots. We propose two robust univariate spline models formulated as convex semi-infinite optimization problems. We present simplified equivalent formulations of both models as finite explicit convex optimization problems for splines of degrees up to 3. This makes it possible to use existing convex optimization algorithms and software.