Knot Locating in Piecewise Linear Approximation
Optimization and Control
2019-09-10 v1
Abstract
Many separable nonlinear optimization problems can be approximated by their nonlinear objective functions with piecewise linear functions. A natural question arising from applying this approach is how to break the interval of interest into subintervals (pieces) to achieve a good approximation. We present formulations to optimize the location of the knots. We apply a sequential quadratic programming method and a spectral projected gradient method to solve the problem. We report numerical experiments to show the effectiveness of the proposed approaches.
Cite
@article{arxiv.1909.03112,
title = {Knot Locating in Piecewise Linear Approximation},
author = {Carlos Ugaz and Lanshan Han and Alvin Lim},
journal= {arXiv preprint arXiv:1909.03112},
year = {2019}
}