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kartikkukreja/Segmented Least Squares Problem.py

Last active August 29, 2015 14:04
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Segmented Least Squares Problem
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Segmented Least Squares Problem.py
OPT[0] = 0
for j = 1 to n:
for i = 1 to j:
compute e(i, j) for the segment pi, pi+1, ..., pj
for j = 1 to n:
OPT(j) = min((e(i,j) + C + OPT[i-1]) forall 1 ≤ i ≤ j)
return OPT[n]
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