A Recursive Descent Algorithm for Finding the Optimal Minimax Piecewise Linear Approximation of Convex Functions

The optimal minimax solution to the N segment piecewise linear approximation of arbitrary convex differentiable functions over a finite range is described. The optimal solution is uniquely described by the derivatives at N distinct points. The optimality of the solution is proven and a recursive des...

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Veröffentlicht in:2008 World Congress on Engineering and Computer Science S. 287 - 293
Hauptverfasser: Imamoto, A., Tang, B.
Format: Tagungsbericht
Sprache:Englisch
Veröffentlicht: IEEE 01.10.2008
Schlagworte:
Application software
approximation
Approximation algorithms
Computer applications
Computer science
Function approximation
Hardware
Joining processes
linear
minimax
Minimax techniques
optimal
piecewise
Piecewise linear approximation
Piecewise linear techniques
ISBN:9780769535555, 9781424435456, 1424435455, 0769535550
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Beschreibung
Zusammenfassung:The optimal minimax solution to the N segment piecewise linear approximation of arbitrary convex differentiable functions over a finite range is described. The optimal solution is uniquely described by the derivatives at N distinct points. The optimality of the solution is proven and a recursive descent algorithm is proposed. The efficacy of the algorithm and optimality of the solution are demonstrated in example solutions for commonly used functions.
ISBN:9780769535555
9781424435456
1424435455
0769535550
DOI:10.1109/WCECS.2008.42