C 1 surface interpolation with constraints

Givenn pairwise distinct and arbitrarily spaced pointsP _i in a domainD of thex–y plane andn real numbersf _i, consider the problem of computing a bivariate functionf(x, y) of classC ¹ inD whose values inP _i are exactlyf _i,i=1,,n, and whose first or second order partial derivatives satisfy appropriate equality and inequality constraints on a given set ofp pointsQ _l inD.In this paper we present a method for solving the above problem, which is designed for extremely large data sets. A step of this method requires the solution of a large scale quadratic programming (QP) problem.The main purpose of this work is to analyse an iterative method for determining the solution of this QP problem: such a method is very efficient and well suited for parallel implementation on a multiprocessor system.Work supported by MURST Project of Computational Mathematics, Italy.