Valid inequalities for concave piecewise linear regression

DOI10.1016/J.ORL.2018.12.004MaRDI QIDQ2294266zbMATH OpenOpenAlexWikidataFDO

Authors Karthick Gopalswamy, Yahya Fathi, Reha Uzsoy

Publication date 10 February 2020

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2018.12.004

zbMATH Keywords

valid inequalitiesconcave regressionpiecewise linear fittingclearing function

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric inference under constraints (62F30) Integer programming (90C10)

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Cites work

• Approximate Dynamic Programming
• Classification and Regression via Integer Optimization
• Convex piecewise-linear fitting
• Discrete optimization methods to fit piecewise affine models to data points
• Disjunctive programming: Properties of the convex hull of feasible points
• Fitting piecewise linear continuous functions
• Modelling with integer variables
• Multivariate adaptive regression splines
• Multivariate convex regression with adaptive partitioning
• Nonparametric least squares estimation of a multivariate convex regression function
• On the complexity of piecewise affine system identification
• Point Estimates of Ordinates of Concave Functions
• Production planning with resources subject to congestion
• The Nonparametric Approach to Production Analysis

Cited in

(3)

• Segmented concave least squares: a nonparametric piecewise linear regression
• Integrated and hierarchical systems for coordinating order acceptance and release planning
• Fitting piecewise linear continuous functions

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Uses Software

• CRIO

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