A minimal cardinality solution to fitting sawtooth piecewise-linear functions

DOI10.1007/S10957-021-01998-6zbMATHOpenAlexMaRDI QIDQ2116611FDO

Authors Cody Allen, Maurício C. de Oliveira

Publication date 18 March 2022

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-021-01998-6

zbMATH Keywords

least squarescardinality constraintpiecewise-linear functions

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Combinatorial optimization (90C27) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)

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Cites work

• scientific article; zbMATH DE number 1163807 (Why is no real title available?)
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 6125590 (Why is no real title available?)
• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• Continuous piecewise linear delta-approximations for bivariate and multivariate functions
• Convex piecewise-linear fitting
• Fitting jump models
• Fitting piecewise linear continuous functions
• Machine learning. A probabilistic perspective
• Piecewise-linear approximations of multidimensional functions
• The elements of statistical learning. Data mining, inference, and prediction

Cited in

(1)

• Stochastic relaxation for building some classes of piecewise linear regression functions

Describes a project that uses

Uses Software

• YALMIP
• PMTK

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