Mixed-Integer Models for Nonseparable Piecewise-Linear Optimization: Unifying Framework and Extensions

Juan Pablo Vielma (), Shabbir Ahmed () and George Nemhauser ()
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Juan Pablo Vielma: H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332
Shabbir Ahmed: H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332
George Nemhauser: H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332

Operations Research, 2010, vol. 58, issue 2, 303-315

Abstract: We study the modeling of nonconvex piecewise-linear functions as mixed-integer programming (MIP) problems. We review several new and existing MIP formulations for continuous piecewise-linear functions with special attention paid to multivariate nonseparable functions. We compare these formulations with respect to their theoretical properties and their relative computational performance. In addition, we study the extension of these formulations to lower semicontinuous piecewise-linear functions.

Keywords: mixed-integer programming; piecewise-linear functions (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (71)

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Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:58:y:2010:i:2:p:303-315

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