How to cite : if you find LinA useful, please cite as follows : Julien Codsi, Sandra Ulrich Ngueveu and Bernard Gendron (2021). LinA: A faster approach to piecewise linear approximations using corridors and its application to mixed-integer optimization. LAAS report n° 21221, hal-03336003.
Link to pdf:
How to import the LinA package in julia:
or from the package manager of julia: add https://email@example.com/laas/users/ngueveu/piecewiselinearapprox/lina.git
pwl is an array of linear functions
Each linear piece is characterized with: xMin, xMax, a, b, fct
Plotting the output
thefig = plot(origf, begx, endx, label="sin(x)/x", title="ExactLin()")
for i in 1:length(pwl)
thefig=plot!(x->pwl[i](x), pwl[i].xMin, pwl[i].xMax, label="pwl_p"*string(i));
Related talks (these are talks without proceedings, please see section "how to cite" above to access the paper; If you find LinA useful, please cite the reference to that paper)
Piecewise linear approximation with a performance guarantee for solving MINLPs . Journées de l'optimisation (JOPT), Mai 2019, HEC Montréal, Canada. speaker : J. Codsi
Mixed Integer Optimization Using Piecewise Linear Function Fitting and JULIA-based library. PGMO Days 2019, December 2019, Paris, France. speaker : S.U. Ngueveu
Non necessarily continuous piecewise linear approximation with a performance guarantee : application to mixed integer optimization . ROADEF 2020, February 2020, Montpellier, France. speaker : S.U. Ngueveu
LinA: an opensource Julia-based package for piecewise linear approximation of continuous univariate functions with (dis-)continuous piecewise linear functions . ROADEF 2021, April 2021, Mulhouse (online), France. speaker : S.U. Ngueveu
This research benefited from the support of the FMJH Program PGMO and from the support to this program from EDF-Thales-Orange.
This research benefited from the support of the SMI program of Toulouse INP and from the Undergraduate Student Research Awards from NSERC.