An algorithm for approximating piecewise linear concave functions from sample gradients.

Huseyin Topaloglu Warren B. Powell

Published in: Oper. Res. Lett. (2003)

Keyphrases

piecewise linear
dynamic programming
objective function
principal curves
chaotic map
learning algorithm
solution path
similarity measure
simulated annealing
convergence rate
regression algorithm
finite sets
machine learning
image processing
binary variables