Efficient Second-Order Shape-Constrained Function Fitting

6 May 2019 David Durfee Yu Gao Anup B. Rao Sebastian Wild

We give an algorithm to compute a one-dimensional shape-constrained function that best fits given data in weighted-$L_{\infty}$ norm. We give a single algorithm that works for a variety of commonly studied shape constraints including monotonicity, Lipschitz-continuity and convexity, and more generally, any shape constraint expressible by bounds on first- and/or second-order differences... (read more)

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