Article ID Journal Published Year Pages File Type
10523963 Operations Research Letters 2013 6 Pages PDF
Abstract
In this paper, we consider mixed integer linear programming (MIP) formulations for piecewise linear functions (PLFs) that are evaluated when an indicator variable is turned on. We describe modifications to standard MIP formulations for PLFs with desirable theoretical properties and superior computational performance in this context.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
Preview
Locally ideal formulations for piecewise linear functions with indicator variables
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