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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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DOI: 10.1007/s10589-021-00347-7

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