A collection of scripts used to check whether a pair of step functions (f, g)
, where f : U -> IR
and g : U -> IR^n
(the function and derivative information, respectively) are consistent, i.e. if there exists a third map h
that is approximated by the first component of the pair (f
) and whose derivative is approximated by the second component of the pair (g
). Furthermore, if such a map exists, the program returns the least and greatest such maps with the added property of being piece-wise linear.
The following libraries are required: cvxopt
, sympy
, numpy
, matplotlib
.