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Hi guys let's say we have a function $f(x)$ where $x$ belongs to a discrete range of values (but finite).

Are there algorithms to split $f$ as piecewise convex functions? If yes what about the hypothesis on $f$?

If it is not possible for discrete function is it possible for continuous function? (i.e. defined on a continuous set)?

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  • $\begingroup$ Well, it depends on the level sets of $f$, etc. This paper arxiv.org/pdf/1408.3771v1.pdf studies a slight more general problem: convexity of functions defined piecewise. $\endgroup$ – dohmatob Sep 18 '15 at 3:40
  • $\begingroup$ I'm having a look to the paper. I forgot to say that $f$ is univariate, sorry. $\endgroup$ – user8469759 Sep 18 '15 at 8:54

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