Piecewise Linear Function Fitting via Mixed-Integer Linear Programming
Published in INFORMS journal on computing • Dec 23, 2019
Authors:,
Steffen Rebennack
Vitaliy Krasko
Abstract
Piecewise linear (PWL) functions are used in a variety of applications. Computing such continuous PWL functions, however, is a challenging task. Software packages and the literature on PWL function fitting are dominated by heuristic methods. This is true for both fitting discrete data points and con...
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