Best piecewise constant approximation of a function of single variable

  • Authors:
  • Hiroshi Konno;Takahito Kuno

  • Affiliations:
  • Institute of Human and Social Sciences, Tokyo Institute of Technology, 2-12-1 Oh-Okayama, Meguro-ku Tokyo, 152 Japan;Department of Social Engineering, Tokyo Institute of Technology, Tokyo, Japan

  • Venue:
  • Operations Research Letters
  • Year:
  • 1988

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Abstract

This paper is concerned with the best piecewise constant approximation of a function f of single variable. Polynomial time algorithms are derived by using shortest path and dynamic programming techniques. Several applications of this class of problems will be briefly touched upon.