Models and Algorithms for Optimal Piecewise-Linear Function Approximation

Abstract EN

Piecewise-linear functions can approximate nonlinear and unknown functions for which only samplepoints are available.

This paper presents a range of piecewise-linear models and algorithms to aidengineers to find an approximation that fits best their applications.

The models include piecewise-linearfunctions with a fixed and maximum number of linear segments, lower and upper envelopes, strategiesto ensure continuity, and a generalization of these models for stochastic functions whose data points arerandom variables.

Derived from recursive formulations, the algorithms are applied to the approximationof the production function of gas-lifted oil wells.