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Fitting piecewise linear continuous functions
DOI:10.1016/j.ejor.2011.12.030.png)
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
IF:
6
Papers:
2.2W
Citations:
6.4W

