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.