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Discrete least-norm approximation by nonnegative (trigonometric) polynomials and rational functions

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Author Info
Siem, Alex Y.D.
Klerk, Etienne de
Hertog, Dick den (Tilburg University, Center for Economic Research)

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Abstract

Polynomials, trigonometric polynomials, and rational functions are widely used for the discrete approximation of functions or simulation models. Often, it is known beforehand, that the underlying unknown function has certain properties, e.g. nonnegative or increasing on a certain region. However, the approximation may not inherit these properties automatically. We present some methodology (using semidefinite programming and results from real algebraic geometry) for least-norm approximation by polynomials, trigonometric polynomials and rational functions that preserve nonnegativity.

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Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 73.

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Date of creation: 2005
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Handle: RePEc:dgr:kubcen:200573

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C60 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - General

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  1. Siem, A.Y.D. & Hertog, D. den & Hoffmann, A.L., 2007. "A Method For Approximating Univariate Convex Functions Using Only Function Value Evaluations," Discussion Paper 2007-67, Tilburg University, Center for Economic Research. [Downloadable!]
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