Fitting piecewise linear continuous functions
Fitting piecewise linear continuous functions
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DOI：
10.1016/j.ejor.2011.12.030
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发表时间：
2012-05
期刊：
影响因子：
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通讯作者：
A. Toriello;J. Vielma
中科院分区：
文献类型：
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作者：
A. Toriello;J. Vielma
我们考虑将一个连续的分段线性函数拟合到一个有限的数据点集合的问题，该问题被建模为一个具有凸目标的数学规划。我们回顾了一些可以建模为凸规划的拟合问题，然后引入了允许在定义最佳拟合函数域的区域中变化的混合二进制推广。我们还研究了对最佳拟合函数施加凸性所需的附加约束。
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.