2022
First-Order Convex Fitting and Its Application to Economics and Optimization
AAAI 2022technical
This paper studies a function fitting problem which we coin first-order convex fitting (FCF): given any two vector sequences x1, ..., xT and p1, ..., pT, when is it possible to efficiently construct a convex function f(x) that ``fits'' the two sequences in the first-order sense, i.e, the (sub)g…