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Fitting piecewise linear continuous functions

delete2012-05-01
delete90
PRE
AI
A
Alejandro Toriello *
J
Juan Pablo Vielma
DOI:10.1016/j.ejor.2011.12.030delete
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Abstract

Abstract

En 中文
We consider the problem of fitting a continuous piecewise linear function to a finite set of data points, modeled as a mathematical program with convex objective. We review some fitting problems that can be modeled as convex programs, and then introduce mixed-binary generalizations that allow variability in the regions defining the best-fit function's domain. We also study the additional constraints required to impose convexity on the best-fit function. (C) 2011 Elsevier B.V. All rights reserved.
Keywords:
Integer programming
Quadratic programming
Data fitting/regression
Piecewise linear function

Journal

European Journal of Operational Research cover
European Journal of Operational Research
IF:
6
Papers:
2.2W
Citations:
6.4W

Organization

U
university of southern california
Scholars:
4.6W
Papers: 3.8W
Citations: 51
P
pennsylvania commonwealth system of higher education (pcshe)
Scholars:
12.9W
Papers: 11.7W
Citations: 177