| Article ID: | iaor19961444 |
| Country: | Netherlands |
| Volume: | 67 |
| Issue: | 1 |
| Start Page Number: | 133 |
| End Page Number: | 142 |
| Publication Date: | Oct 1994 |
| Journal: | Mathematical Programming (Series A) |
| Authors: | Gder F., Morris J.G. |
The authors present an optimal piecewise-linear approximation method for the objective function of separable convex quadratic programs. The method provides guidelines on how many grid points to use and how to position them for a piecewise-linear approximation if the error induced by the approximation is to be bounded