Ariel Herbert Herbert-Voss, Matthew J. Hirn, Frederick McCollum
We consider the following interpolation problem. Suppose one is given a finite set E⊂Rd, a function f:E→R, and possibly the gradients of ff at the points of E. We want to interpolate the given information with a function F∈C1,1(Rd) with the minimum possible value of Lip(∇F). We present practical, efficient algorithms for constructing an F such that Lip(∇F) is minimal, or for less computational effort, within a small dimensionless constant of being minimal.
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