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Change function specfication for approx #17

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cb292b5
Change function specfication for approx
trulsf Nov 19, 2024
0e7e3f9
Alternative variants for approx with function evals
trulsf Jan 14, 2025
f93b3b0
Matrix input for approx function
trulsf Jan 14, 2025
e2b7990
Automatic transpose of matrix in approx function and update README
trulsf Jan 15, 2025
0d8e994
First pass at improving docs
hellemo Oct 16, 2025
7a32e4b
Merge branch 'main' into tf/func_approx
hellemo Oct 16, 2025
f7ee558
Add Matrix examples to documentation on approximating from points.
hellemo Oct 17, 2025
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6 changes: 3 additions & 3 deletions README.md
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Original file line number Diff line number Diff line change
Expand Up @@ -25,7 +25,7 @@ using JuMP, PiecewiseAffineApprox, HiGHS
m = Model(HiGHS.Optimizer)
@variable(m, x)
# Create a piecewise linear approximation to x^2 on the interval [-1, 1]
pwa = approx(x -> x[1]^2, [(-1, 1)], Convex(), MILP(optimizer = HiGHS.Optimizer, planes=5))
pwa = approx(x -> x^2, [(-1, 1)], Convex(), MILP(optimizer = HiGHS.Optimizer, planes=5))
# Add the pwa function to the model
z = pwaffine(m, x, pwa)
# Minimize
Expand All @@ -45,9 +45,9 @@ The following demonstrates how this can be achieved:
using PiecewiseAffineApprox, CairoMakie, HiGHS

x = LinRange(0, 1, 20)
f(x) = first(x)^2
f(x) = x^2
pwa = approx(f, [(0, 1)], Convex(), MILP(optimizer = HiGHS.Optimizer, planes = 3))
p = plot(x, f.(x), pwa)
p = Makie.plot(x, f.(x), pwa)

save("approx.svg", p)
```
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2 changes: 1 addition & 1 deletion src/convexapprox.jl
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Expand Up @@ -180,7 +180,7 @@ function _sample_uniform(f::Function, bbox::Vector{<:Tuple}, nsamples)
)
x = vec(collect(it))
end
y = [f(xx) for xx ∈ x]
y = [f(xx...) for xx ∈ x]
return FunctionEvaluations(x, y)
end

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8 changes: 4 additions & 4 deletions test/test_kazda_li.jl
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Expand Up @@ -18,7 +18,7 @@
end

# 2D
g(x) = x[1]^2 + x[2]^2
g(x, y) = x^2 + y^2
vals = PiecewiseAffineApprox._sample_uniform(g, [(-1, 1), (-1, 1)], 10)
pwa_red = approx(
vals,
Expand All @@ -29,7 +29,7 @@
@test evaluate(pwa_red, (0, 0)) ≈ 0.024 atol = 0.001

@testset "Nonconvex" begin
h(x) = sin(5 * x[1]) * (x[1]^2 + x[2]^2)
h(x, y) = sin(5 * x) * (x^2 + y^2)
vals = PiecewiseAffineApprox._sample_uniform(h, [(-1, 1), (-1, 1)], 10)

@test_throws ErrorException approx(
Expand Down Expand Up @@ -88,15 +88,15 @@ end
end

# 2D
g(x) = x[1]^2 + x[2]^2
g(x, y) = x^2 + y^2
vals = PiecewiseAffineApprox._sample_uniform(g, [(-1, 1), (-1, 1)], 10)
pwa_red =
approx(vals, Convex(), FullOrder(optimizer = optimizer, metric = :max))
@test length(pwa_red.planes) == 100
@test evaluate(pwa_red, (0, 0)) ≈ 0.024 atol = 0.001

@testset "Nonconvex" begin
h(x) = sin(5 * x[1]) * (x[1]^2 + x[2]^2)
h(x, y) = sin(5 * x) * (x^2 + y^2)
vals = PiecewiseAffineApprox._sample_uniform(h, [(-1, 1), (-1, 1)], 10)

@test_throws ErrorException approx(
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