A Comparison of Mixed-Integer Programming Models for Nonconvex Piecewise Linear Cost Minimization Problems
AbstractWe study a generic minimization problem with separable nonconvex piecewise linear costs, showing that the linear programming (LP) relaxation of three textbook mixed-integer programming formulations each approximates the cost function by its lower convex envelope. We also show a relationship between this result and classical Lagrangian duality theory.
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Bibliographic InfoArticle provided by INFORMS in its journal Management Science.
Volume (Year): 49 (2003)
Issue (Month): 9 (September)
Piecewise Linear; Integer Programming; Linear Relaxation; Lagrangian Relaxation;
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- Kameshwaran, S. & Narahari, Y., 2009. "Nonconvex piecewise linear knapsack problems," European Journal of Operational Research, Elsevier, vol. 192(1), pages 56-68, January.
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