Piecewise linear solution paths with application to direct weight optimization

@article{Roll2008PiecewiseLS,
  title={Piecewise linear solution paths with application to direct weight optimization},
  author={Jacob Roll},
  journal={Automatica},
  year={2008},
  volume={44},
  pages={2745-2753}
}
Recently, pathfollowing algorithms for parametric optimization problems with piecewise linear solution paths have been developedwithin the field of regularized regression. This paper presents a generalization of these algorithms to a wider class of problems. It is shown that the approach can be applied to the nonparametric system identificationmethod, DirectWeightOptimization (DWO), andbeused to enhance the computational efficiency of this method. The most important design parameter in the… CONTINUE READING
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