Wednesday, 30 September 2009

geometry - Recovering a piecewise affine function

Lets say I have an piecewise affine convex function $f(x_1,x_2)$, on which the following operations are possible:



  • Computing $f(x_1,x_2)$.

  • Computing a subgradient to $f$ at $(x_1,x_2)$

  • Computing all breakpoints along a line $a_1x_1 + a_2x_2 = a_3$

What is an efficient algorithm to compute $f$ completely, i.e. to compute all its breakpoints? Are there any general methods?

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