A fast dual iterative algorithm for convexly constrained spline smoothing

Masao Yamagishi; Daichi Kitahara; Isao Yamada

ICASSP 2016accepted0 citations

A fast dual iterative algorithm for convexly constrained spline smoothing

Masao Yamagishi, Daichi Kitahara, Isao Yamada

Abstract

This paper proposes fast iterative algorithms for solving convexly constrained spline smoothing through a characterization of solutions in a primal-dual space. In view of achievements for fast implementations of spline interpolation, the update of the proposed algorithm is designed as the composition of solving a spline interpolation problem and computing the projection onto the constraint set. In addition, the update of the proposed algorithm is performed in an efficient dimensional space having the same size as given observations. These desired properties significantly reduce the computational cost in the update, which is demonstrated by a numerical example.

BibTeX

@inproceedings{icassp2016_afastdualiterati,
  title = {A fast dual iterative algorithm for convexly constrained spline smoothing},
  author = {Masao Yamagishi and Daichi Kitahara and Isao Yamada},
  booktitle = {ICASSP 2016},
  year = {2016}
}