The PLFit15.lng Model

Fit a piecewise linear function

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Fit a piecewise linear function of one variable
to an arbitrary function, y = f(x).
The objective is: minimize weighted sum of maximum error plus average error.

The original function is presented as a sequence of (x,y) pairs.

Having a piecewise linear approximation is useful if you want to model
the problem with a Mixed Integer Linear Model, e.g., using SOS2 sets;

Keywords:

Piecewise Linear | SOS2 | Approximation | Linear Approximation | Graph | Chart |