A generalisation of de la Vallée-Poussin procedure to multivariate approximations
arXiv:1708.09125 · doi:10.1007/s10444-021-09919-x
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. The corresponding basis functions are not restricted to be monomials.