find_global_optima

This function computes the global minimum and maximum of the absolute error
between the target function <code>f</code> and its piecewise linear (PWL) approximation
across each linear segment.

internal

Allows users to find a piecewise linear regression approximation to a given continuous univariate function within a specified error tolerance. Methods based on Warwicker and Rebennack (2025) "Efficient continuous piecewise linear regression for linearising univariate non-linear functions" <doi:10.1080/24725854.2023.2299809>.

John Warwicker

pwlapprox2d

Approximates Univariate Continuous Functions Through Piecewise
Linear Regression

find_global_optima function

<dl><dt>PWL</dt>
<dd>A matrix with 4 columns: slope, intercept, lower bound, upper bound.</dd>
<dt>f</dt>
<dd>The original function to approximate.</dd>
<dt>tol</dt>
<dd>Tolerance for optimizer convergence.</dd></dl>

Arguments

Global Optimization of Approximation Error — find_global_optima

<dl>

<dt>PWL</dt>
<dd>A matrix with 4 columns: slope, intercept, lower bound, upper bound.</dd>


<dt>f</dt>
<dd>The original function to approximate.</dd>


<dt>tol</dt>
<dd>Tolerance for optimizer convergence.</dd>

</dl>

find_global_optima: Global Optimization of Approximation Error

Description

Usage

Value

Arguments