A convex dual programming for the rational minimax approximation and Lawson's iteration

Computing the discrete rational minimax approximation in the complex plane is challenging. Apart from Ruttan's sufficient condition, there are few other sufficient conditions for global optimality. The state-of-the-art rational approximation algorithms, such as the adaptive Antoulas-Anderson (AAA), AAA-Lawson, and the rational Krylov fitting (RKFIT) method, perform highly efficiently, but the computed rational approximants may be near-best. In this paper, we propose a convex programming approach, the solution of which is guaranteed to be the rational minimax approximation under Ruttan's sufficient condition. Furthermore, we present a new version of Lawson's iteration for solving this convex programming problem. The computed solution can be easily verified as the rational minimax approximant. Our numerical experiments demonstrate that this updated version of Lawson's iteration generally converges monotonically with respect to the objective function of the convex programming. It is an effective competitive approach for the rational minimax problem, compared to the highly efficient AAA, AAA-Lawson, and the stabilized Sanathanan-Koerner iteration.