Gaining or Losing Perspective for Piecewise-Linear Under-Estimators of Convex Univariate Functions

Jon Lee (), Daphne Skipper (), Emily Speakman () and Luze Xu ()
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Jon Lee: University of Michigan
Daphne Skipper: United States Naval Academy
Emily Speakman: University of Colorado
Luze Xu: University of Michigan

Journal of Optimization Theory and Applications, 2023, vol. 196, issue 1, No 1, 35 pages

Abstract: Abstract We study mixed-integer nonlinear optimization (MINLO) formulations of the disjunction $$x\in \{0\}\cup [\ell ,u]$$ x ∈ { 0 } ∪ [ ℓ , u ] , where z is a binary indicator for $$x\in [\ell ,u]$$ x ∈ [ ℓ , u ] ( $$0 \le \ell 1$$ p > 1 .

Keywords: Convex relaxation; Perspective function/transformation; Volume; Piecewise linear; Univariate; Indicator variable; Global optimization; Mixed-integer nonlinear optimization; 90C26; 90C25; 65K05; 49M15 (search for similar items in EconPapers)
Date: 2023
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10957-022-02144-6

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