Piecewise Linear Approximation
lp
CPLEX
GAMS
short
THIS SAMPLE PROBLEM FINDS THE BEST PIECEWISE LINEAR APPROXIMATION IN TERMS
OF THE SUM OF ABSOLUTE DEVIATIONS FROM THE SAMPLED OBSERVATION. THE CALCULATION
OF THE INTERPOLATION WEIGHTS RELIES ON EQUAL INTERVALS OF THE APPROXIMATION
FUNCTION. THE SIN FUNCTION IS ALSO IMPLEMENTED AS A POWER SERIES EXPANSION
TO DEMONSTRATE CERTAIN LANGUAGE FEATURES. THE PROBLEM IS SOLVED IN ITS PRIMAL
AND DUAL VERSION.
REFERENCE: IMSL, LP/PROTRAN - A PROBLEM SOLVING SYSTEM FOR LINEAR PROGRAMMING, IMSL INC, HOUSTON, TEXAS, 1984.