Toriello, Alejandro; Vielma, Juan Pablo - In: European Journal of Operational Research 219 (2012) 1, pp. 86-95
We consider the problem of fitting a continuous piecewise linear function to a finite set of data points, modeled as a mathematical program with convex objective. We review some fitting problems that can be modeled as convex programs, and then introduce mixed-binary generalizations that allow...