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Free, publicly-accessible full text available May 14, 2025
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Free, publicly-accessible full text available May 14, 2025
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Abstract We study the problem of fitting a piecewise affine (PWA) function to input–output data. Our algorithm divides the input domain into finitely many regions whose shapes are specified by a user-provided template and such that the input–output data in each region are fit by an affine function within a user-provided error tolerance. We first prove that this problem is NP-hard. Then, we present a top-down algorithmic approach for solving the problem. The algorithm considers subsets of the data points in a systematic manner, trying to fit an affine function for each subset using linear regression. If regression fails on a subset, the algorithm extracts a minimal set of points from the subset (an unsatisfiable core) that is responsible for the failure. The identified core is then used to split the current subset into smaller ones. By combining this top-down scheme with a set-covering algorithm, we derive an overall approach that provides optimal PWA models for a given error tolerance, where optimality refers to minimizing the number of pieces of the PWA model. We demonstrate our approach on three numerical examples that include PWA approximations of a widely used nonlinear insulin–glucose regulation model and a double inverted pendulum with soft contacts.
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This paper presents a counterexample-guided iterative algorithm to compute convex, piecewise linear (polyhedral) Lyapunov functions for continuous-time piecewise linear systems. Polyhedral Lyapunov functions provide an alternative to commonly used polynomial Lyapunov functions. Our approach first characterizes intrinsic properties of a polyhedral Lyapunov function including its “eccentricity” and “robustness” to perturbations. We then derive an algorithm that either computes a polyhedral Lyapunov function proving that the system is asymptotically stable, or concludes that no polyhedral Lyapunov function exists whose eccentricity and robustness parameters satisfy some user-provided limits. Significantly, our approach places no a-priori bound on the number of linear pieces that make up the desired polyhedral Lyapunov function. The algorithm alternates between a learning step and a verification step, always maintaining a finite set of witness states. The learning step solves a linear program to compute a candidate Lyapunov function compatible with a finite set of witness states. In the verification step, our approach verifies whether the candidate Lyapunov function is a valid Lyapunov function for the system. If verification fails, we obtain a new witness. We prove a theoretical bound on the maximum number of iterations needed by our algorithm. We demonstrate the applicability of the algorithm on numerical examples.more » « less
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Koyejo, S ; Mohamed, S ; Agarwal, A ; Belgrave, D ; Cho, K ; Oh, A. (Ed.)