Fitting piecewise linear continuous functions

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.

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Year of publication:	2012
Authors:	Toriello, Alejandro ; Vielma, Juan Pablo
Published in:	European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 219.2012, 1, p. 86-95
Publisher:	Elsevier
Subject:	Integer programming \| Quadratic programming \| Data fitting/regression \| Piecewise linear function

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010577614