Shape preserving approximation using least squares splines

Abstract

Least squares polynomial splines are an effective tool for data fitting, but they may fail to preserve essential properties of the underlying function, such as monotonicity or convexity. The shape restrictions are translated into linear inequality conditions on spline coefficients. The basis functions are selected in such a way that these conditions take a simple form, and the problem becomes non-negative least squares problem, for which effecitive and robust methods of solution exist. Multidimensional monotone approximation is achieved by using tensor-product splines with the appropriate restrictions. Additional inter polation conditions can also be introduced. The conversion formulas to traditional B-spline representation are provided.