Abstract
The theory of Chebyshev approximation has been extensively studied. In most cases, the optimality conditions are based on the notion of alternance or alternating sequence (that is, maximal deviation points with alternating deviation signs). There are a number of approximation methods for polynomial and polynomial spline approximation. Some of them are based on the classical de la Vallée-Poussin procedure. In this paper we demonstrate that under certain assumptions the classical de la Vallée-Poussin procedure, developed for univariate polynomial approximation, can be extended to the case of multivariate approximation. There are two main advantages of our approach. First of all, it provides an elegant geometrical interpretation of the procedure. Second, the corresponding basis functions are not restricted to be monomials and therefore can be extended to a larger family of functions.
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Acknowledgements
This research was supported by the Australian Research Council (ARC), Solving hard Chebyshev approximation problems through nonsmooth analysis (Discovery Project DP180100602). This paper was inspired by the discussions during a recent MATRIX program “Approximation and Optimisation” that took place in July 2016. We are thankful to the MATRIX organisers, support team and participants for a terrific research atmosphere and productive discussions.
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Communicated by Thanh Tran
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Sukhorukova, N., Ugon, J. A generalisation of de la Vallée-Poussin procedure to multivariate approximations. Adv Comput Math 48, 5 (2022). https://doi.org/10.1007/s10444-021-09919-x
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DOI: https://doi.org/10.1007/s10444-021-09919-x