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Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing

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Computational Science and Its Applications - ICCSA 2006 (ICCSA 2006)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 3982))

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Abstract

The main contents of this paper is two-fold. First, we present a method to approximate multivariate convex functions by piecewise linear upper and lower bounds. We consider a method that is based on function evaluations only. However, to use this method, the data have to be convex. Unfortunately, even if the underlying function is convex, this is not always the case due to (numerical) errors. Therefore, secondly, we present a multivariate data-smoothing method that smooths nonconvex data. We consider both the case that we have only function evaluations and the case that we also have derivative information. Furthermore, we show that our methods are polynomial time methods. We illustrate this methodology by applying it to some examples.

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Author information

Authors and Affiliations

  1. Department of Econometrics and Operations Research/Center for Economic Research (CentER), Tilburg University, P.O. Box 90153, 5000, LE, Tilburg, The Netherlands

    Alex Y. D. Siem & Dick den Hertog

  2. Department of Radiation Oncology, Radboud University Nijmegen Medical Centre, Geert Grooteplein 32, 6525, GA, Nijmegen, The Netherlands

    Aswin L. Hoffmann

Authors
  1. Alex Y. D. Siem
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  2. Dick den Hertog
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  3. Aswin L. Hoffmann
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Editor information

Editors and Affiliations

  1. Department of Computer Science, University of Calgary, 2500 University Drive N.W., T2N 1N4, Calgary, AB, Canada

    Marina Gavrilova

  2. Department of Mathematics and Computer Science, University of Perugia, via Vanvitelli, 1, I-06123, Perugia, Italy

    Osvaldo Gervasi

  3. William Norris Professor, Head of the Computer Science and Engineering Department, University of Minnesota, USA

    Vipin Kumar

  4. OptimaNumerics Ltd., Cathedral House, 23-31 Waring Street, BT1 2DX, Belfast, UK

    C. J. Kenneth Tan

  5. Clayton School of IT, Monash University, 3800, Clayton, Australia

    David Taniar

  6. Department of Chemistry, University of Perugia, Via Elce di Sotto, 8, I-06123, Perugia, Italy

    Antonio Laganá

  7. School of Computing, Soongsil University, Seoul, Korea

    Youngsong Mun

  8. School of Information and Communication Engineering, Sungkyunkwan University, Korea

    Hyunseung Choo

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© 2006 Springer-Verlag Berlin Heidelberg

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Siem, A.Y.D., den Hertog, D., Hoffmann, A.L. (2006). Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing. In: Gavrilova, M., et al. Computational Science and Its Applications - ICCSA 2006. ICCSA 2006. Lecture Notes in Computer Science, vol 3982. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11751595_86

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  • DOI: https://doi.org/10.1007/11751595_86

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-34075-1

  • Online ISBN: 978-3-540-34076-8

  • eBook Packages: Computer ScienceComputer Science (R0)

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