A Comparison of Mixed-Integer Programming Models for Nonconvex Piecewise Linear Cost Minimization Problems
We 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.
Volume (Year): 49 (2003)
Issue (Month): 9 (September)
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