On tridiagonal linear complementarity problems
Numerische Mathematik
Determination of shape preserving interpolants with minimal curvature via dual programs
Journal of Approximation Theory
Convergence analysis of some algorithms for solving nonsmooth equations
Mathematics of Operations Research
On finite termination of an iterative method for linear complementarity problems
Mathematical Programming: Series A and B
A Newton Method for Shape-Preserving Spline Interpolation
SIAM Journal on Optimization
Regularity Properties of a Semismooth Reformulation of Variational Inequalities
SIAM Journal on Optimization
Large scale portfolio optimization with piecewise linear transaction costs
Optimization Methods & Software
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An efficient approach to computing the convex best C 1-spline interpolant to a given set of data is to solve an associated dual program by standard numerical methods (e.g., Newton's method). We study regularity and well-posedness of the dual program: two important issues that have been not yet well-addressed in the literature. Our regularity results characterize the case when the generalized Hessian of the objective function is positive definite. We also give sufficient conditions for the coerciveness of the objective function. These results together specify conditions when the dual program is well-posed and hence justify why Newton's method is likely to be successful in practice. Examples are given to illustrate the obtained results.