Machine Learning, Linear Programming, Data Science.
of these breakpoint values (over all choices of i) as the resulting breakpoints. Let 0 = ρ₀ < ρ₁ < ··· < ρn be the union of these breakpoints. Between any pair of breakpoints, the function D(λ) is an affine function (i.e., it is of the form αλ + β); furthermore, D(λ) is convex with the slopes in