The problem of constructing a canonical representation for an arbitrary continuous piecewise-linear (PWL) function in any dimension is considered in this paper. We solve the problem based on a general lattice PWL representation, which can be determined for a given continuous PWL function using existing methods. We first transform the lattice PWL representation into the difference of two convex functions, then propose a constructive procedure to rewrite the latter as a canonical representation that consists of at most n-level nestings of absolute-value functions in n dimensions, hence give a thorough solution to the problem mentioned above. In addition, we point out that there exist notable differences between a lattice representation and the two novel general constructive representations proposed in this paper, and explain that these differences make all the three representations be of their particular interests.
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Shaobin Wang (2004) studied this question.
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