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A Comparison of Mixed-Integer Programming Models for Nonconvex Piecewise Linear Cost Minimization Problems


  • Keely L. Croxton

    () (Fisher College of Business, The Ohio State University, Columbus, Ohio 43210)

  • Bernard Gendron

    () (Département d'informatique, et de recherche opérationnelle, and Centre de recherche sur les transports, Université de Montréal, Montréal, Quebec H3C 3J7, Canada)

  • Thomas L. Magnanti

    () (School of Engineering, and Sloan School of Management, Massachusetts Institute of Technology, Cambridge, Massachusetts)


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.

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  • Keely L. Croxton & Bernard Gendron & Thomas L. Magnanti, 2003. "A Comparison of Mixed-Integer Programming Models for Nonconvex Piecewise Linear Cost Minimization Problems," Management Science, INFORMS, vol. 49(9), pages 1268-1273, September.
  • Handle: RePEc:inm:ormnsc:v:49:y:2003:i:9:p:1268-1273

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    References listed on IDEAS

    1. James E. Falk & Richard M. Soland, 1969. "An Algorithm for Separable Nonconvex Programming Problems," Management Science, INFORMS, vol. 15(9), pages 550-569, May.
    2. Holmberg, Kaj & Ling, Jonas, 1997. "A Lagrangean heuristic for the facility location problem with staircase costs," European Journal of Operational Research, Elsevier, vol. 97(1), pages 63-74, February.
    3. Holmberg, Kaj, 1994. "Solving the staircase cost facility location problem with decomposition and piecewise linearization," European Journal of Operational Research, Elsevier, vol. 75(1), pages 41-61, May.
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    Cited by:

    1. Cohn, Amy & Davey, Melinda & Schkade, Lisa & Siegel, Amanda & Wong, Caris, 2008. "Network design and flow problems with cross-arc costs," European Journal of Operational Research, Elsevier, vol. 189(3), pages 890-901, September.
    2. Silva, Thiago Lima & Camponogara, Eduardo, 2014. "A computational analysis of multidimensional piecewise-linear models with applications to oil production optimization," European Journal of Operational Research, Elsevier, vol. 232(3), pages 630-642.
    3. Fortz, Bernard & Gouveia, Luís & Joyce-Moniz, Martim, 2017. "Models for the piecewise linear unsplittable multicommodity flow problems," European Journal of Operational Research, Elsevier, vol. 261(1), pages 30-42.
    4. Wang, Xinchang & Meng, Qiang, 2017. "Discrete intermodal freight transportation network design with route choice behavior of intermodal operators," Transportation Research Part B: Methodological, Elsevier, vol. 95(C), pages 76-104.
    5. Christensen, Tue R.L. & Labbé, Martine, 2015. "A branch-cut-and-price algorithm for the piecewise linear transportation problem," European Journal of Operational Research, Elsevier, vol. 245(3), pages 645-655.
    6. Pan, Shenle & Ballot, Eric & Fontane, Frédéric, 2013. "The reduction of greenhouse gas emissions from freight transport by pooling supply chains," International Journal of Production Economics, Elsevier, vol. 143(1), pages 86-94.
    7. Hu, Qian & Lim, Andrew & Zhu, Wenbin, 2015. "The two-dimensional vector packing problem with piecewise linear cost function," Omega, Elsevier, vol. 50(C), pages 43-53.
    8. repec:wsi:apjorx:v:34:y:2017:i:06:n:s0217595917500336 is not listed on IDEAS
    9. Schreiber, Michael & Wainstein, Martin E. & Hochloff, Patrick & Dargaville, Roger, 2015. "Flexible electricity tariffs: Power and energy price signals designed for a smarter grid," Energy, Elsevier, vol. 93(P2), pages 2568-2581.
    10. Koca, Esra & Yaman, Hande & Selim Aktürk, M., 2015. "Stochastic lot sizing problem with controllable processing times," Omega, Elsevier, vol. 53(C), pages 1-10.
    11. Archetti, Claudia & Bertazzi, Luca & Grazia Speranza, M., 2014. "Polynomial cases of the economic lot sizing problem with cost discounts," European Journal of Operational Research, Elsevier, vol. 237(2), pages 519-527.
    12. Kameshwaran, S. & Narahari, Y., 2009. "Nonconvex piecewise linear knapsack problems," European Journal of Operational Research, Elsevier, vol. 192(1), pages 56-68, January.
    13. Ram Kumar P N, 2013. "On Modeling The Step Fixed-Charge Transportation Problem," Working papers 134, Indian Institute of Management Kozhikode.
    14. Kameshwaran, S. & Narahari, Y. & Rosa, Charles H. & Kulkarni, Devadatta M. & Tew, Jeffrey D., 2007. "Multiattribute electronic procurement using goal programming," European Journal of Operational Research, Elsevier, vol. 179(2), pages 518-536, June.
    15. repec:spr:annopr:v:258:y:2017:i:2:d:10.1007_s10479-015-1941-2 is not listed on IDEAS


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