Minimizing a sum of clipped convex functions

Hi! One of the authors here.

We thought this paper might be of interest to people in data analysis or machine learning for fitting problems which have many outliers in data (in relatively simple ways). We a few examples where most common heuristics fail pretty badly, yet this approach does surprisingly well (see Section 6.1).

We also show an application in autonomous vehicle control for lane-changing and such, which may also be of interest to a slightly different crowd! :)

There is also an open source implementation, for those interested in using this package: https://www.github.com/cvxgrp/sccf