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Let $f:\mathbb{R} \rightarrow \mathbb{R}$ be a continuous, differentiable function. Is there a known algorithm that fits $f$ with $g$, which is an order-$n$ polynomial that is convex, in the least square sense?

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    What do you mean by least square in this context, i.e. what objective are you minimizing?2012-12-31
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    I would like to minimize the $l_2$-norm of $(f-g)$2012-12-31
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    Given the examples below, perhaps you want to restrict the function to a bounded interval?2012-12-31
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    Yes. It would be more interesting if the supports of $f$ and $g$ are bounded intervals.2012-12-31

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