On the minimax approximation in the class of the univariate piecewise constant functions

On the minimax approximation in the class of the univariate piecewise constant functions

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Article ID: iaor19931169
Country: Netherlands
Volume: 12
Issue: 5
Start Page Number: 307
End Page Number: 312
Publication Date: Nov 1992
Journal: Operations Research Letters
Authors: ,
Keywords: approximation
Abstract:

The paper is concerned with the best approximation of a piecewise constant univariate function with n constant pieces by a similar function with at most k constant pieces, where k<n. The authors show that for the case of the maximum norm, the general dynamic programming algorithm of complexity O(kn2) can be considerably improved.

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