A successive relaxation algorithm to solve a MILP involving piecewise linear functions with application to road design
Dominique Monnet (),
Warren Hare and
Yves Lucet
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Dominique Monnet: Polytechnique Montréal
Warren Hare: University of British Columbia Okanagan
Yves Lucet: University of British Columbia Okanagan
Computational Optimization and Applications, 2022, vol. 81, issue 3, No 3, 767 pages
Abstract:
Abstract This paper presents a new algorithm to build feasible solutions to a MILP formulation of the vertical alignment problem in road design. This MILP involves a large number of special ordered set of type 2 variables used to describe piecewise linear functions. The principle of the algorithm is to successively solve LPs adapted from the MILP by replacing the special ordered set of type 2 constraints by linear constraints. Proof that the solutions to the successive linear relaxations of the MILP converge to a feasible solution to the MILP is provided. Numerical results emphasize that the algorithm performs better than CPLEX for large scale vertical alignment problems.
Keywords: Mixed integer linear program; Piecewise linear functions; Road design; Vertical alignment proble (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:spr:coopap:v:81:y:2022:i:3:d:10.1007_s10589-021-00347-7
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DOI: 10.1007/s10589-021-00347-7
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