分段线性函数
分段
整数规划
数学
扩展(谓词逻辑)
线性规划
数学优化
整数(计算机科学)
分段线性流形
多元统计
应用数学
计算机科学
统计
数学分析
程序设计语言
作者
Juan Pablo Vielma,Shabbir Ahmed,George L. Nemhauser
出处
期刊:Operations Research
[Institute for Operations Research and the Management Sciences]
日期:2009-10-29
卷期号:58 (2): 303-315
被引量:328
标识
DOI:10.1287/opre.1090.0721
摘要
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.
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