Abstract
A quadratic spline is a differentiable piecewise quadratic function. Many problems in the numerical analysis and optimization literature can be reformulated as unconstrained minimizations of quadratic splines. However, only special cases of quadratic splines have been studied in the existing literature and algorithms have been developed on a case-by-case basis. There lacks an analytical representation of a general or even convex quadratic spline. The current paper fills this gap by providing an analytical representation of a general quadratic spline. Furthermore, for a convex quadratic spline, it is shown that the representation can be refined in the neighborhood of a nondegenerate point and a set of nondegenerate minimizers. Based on these characterizations, many existing algorithms for specific convex quadratic splines are also finitely convergent for a general convex quadratic spline. Finally, we study the relationship between the convexity of a quadratic spline function and the monotonicity of the corresponding linear complementarity problem. It is shown that, although both conditions lead to easy solvability of the problem, they are different in general.
Original language | English (US) |
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Pages (from-to) | 93-111 |
Number of pages | 19 |
Journal | Journal of Optimization Theory and Applications |
Volume | 124 |
Issue number | 1 |
DOIs | |
State | Published - Jan 2005 |
Bibliographical note
Funding Information:1This project was initiated when the first author was visiting the Technical University of Denmark and Erasmus University. The visit was partially funded by the Danish Natural Science Research Council. 2Professor, Department of Management and Operations, Washington State University, Pullman, Washington, USA. 3Professor, Department of Mathematical Modeling, Technical University of Denmark, Lyngby, Denmark. 4Professor, Department of Systems Engineering and Engineering Management, Chinese University of Hong Kong, Shatin, Hong Kong.
Keywords
- Convexity
- Linear complementarity problems
- Monotonicity
- Quadratic splines