A minimal cardinality solution to fitting sawtooth piecewise-linear functions

DOI10.1007/s10957-021-01998-6zbMath1487.90537OpenAlexW4210606119MaRDI QIDQ2116611

Cody Allen, Maurício Carvalho 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 squarespiecewise-linear functionscardinality constraint

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)

Uses Software

• YALMIP
• PMTK

Cites Work

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• Convex piecewise-linear fitting
• Fitting piecewise linear continuous functions
• Continuous piecewise linear delta-approximations for bivariate and multivariate functions
• Piecewise-linear approximations of multidimensional functions
• Fitting jump models
• The elements of statistical learning. Data mining, inference, and prediction

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