Piecewise linear approximation

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Piecewise Linear Approximation Author: John Marsiglio ChE 345 Spring 2015 Steward: Dajun Yue, Fengqi You

Piecewise Linear Approximation

Approximating a function to a simpler one is an indispensable tool. A piecewise approximation plays many important roles in many area of mathematics and engineering. A piecewise linear approximation is one method of constructing a function 'f(x)' that fits a nonlinear objective function 'f(x)'. A commonly known example of a piecewise function is 'f(x)' =|x|:


|x| = \begin{cases}
  -x, & \mbox{if } x < 0 \\
  x,  & \mbox{if } x \ge 0 
\end{cases}