Lecture 2 Piecewise-linear optimization
Lecture 2 Piecewise-linear optimization
Lecture 2 Piecewise-linear optimization
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
<strong>Piecewise</strong>-<strong>linear</strong> function<br />
f : R n → R is (convex) piecewise-<strong>linear</strong> if it can be expressed as<br />
f(x) = max<br />
i=1,...,m (aT i x+b i )<br />
f is parameterized by m n-vectors a i and m scalars b i<br />
f(x)<br />
a T i x + b i<br />
x<br />
(the term piecewise-affine is more accurate but less common)<br />
<strong>Piecewise</strong>-<strong>linear</strong> <strong>optimization</strong> 2–3
Change language