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Knot Locating in Piecewise Linear Approximation

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 نشر من قبل Lanshan Han
 تاريخ النشر 2019
  مجال البحث
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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.



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