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Re: polynomial fitting constrained to be non-decreasing [message #84692 is a reply to message #81183]

Tue, 21 August 2012 07:43

natha
Messages: 482
Registered: October 2007

Senior Member

I don't think that the Generalized Reduced Gradient Method will solve the problem correctly...
It seems to me that a least-square polynomial "criterion" is required in order to get a good fit. Otherwise, the constraints will be respected but the final solution won't be the best one.

The best algorithm I have found is explained here:
http://www.jstor.org/stable/2984333

My poor mathematical background is not helping much... Anyway, any help will be appreciated,

nata

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		Re: polynomial fitting constrained to be non-decreasing By: Russell Ryan on Tue, 21 August 2012 07:07
		Re: polynomial fitting constrained to be non-decreasing By: natha on Tue, 21 August 2012 07:43

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