A Comparison of Mixed-Integer Programming Models for Nonconvex Piecewise Linear Cost Minimization Problems
نویسندگان
چکیده
منابع مشابه
A Comparison of Mixed - Integer Programming Models for Nonconvex Piecewise Linear Cost Minimization Problems
We study a generic minimization problem with separable non-convex 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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ژورنال
عنوان ژورنال: Management Science
سال: 2003
ISSN: 0025-1909,1526-5501
DOI: 10.1287/mnsc.49.9.1268.16570