Abstract
In this paper we derive necessary optimality conditions for an interpolating spline function which minimizes the Holladay approximation of the energy functional and which stays monotone if the given interpolation data are monotone. To this end optimal control theory for state-restricted optimal control problems is applied. The necessary conditions yield a complete characterization of the optimal spline. In the case of two or three interpolation knots, which we call thelocalcase, the optimality conditions are treated analytically. They reduce to polynomial equations which can very easily be solved numerically. These results are used for the construction of a numerical algorithm for the optimal monotone spline in the general (global) case via Newton's method. Here, the local optimal spline serves as a favourable initial estimation for the additional grid points of the optimal spline. Some numerical examples are presented which are constructed by FORTRAN and MATLAB programs.
Published Version
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