Hi,

I have some data which needs to fit the convex piecewise linear function

max_i(a*v_i+b*s_i)

I want to determine the values of a and b from the fit. Is there a function in cvx that can do the fitting or do I have to write the iterative algorithm myself? Also, are there examples for convex piecewise linear fitting in the software package that I could look at?

Thanks

Aparna