Article ID Journal Published Year Pages File Type
1142918 Operations Research Letters 2008 5 Pages PDF
Abstract

We give a special ordered set (SOS) approach that optimizes a discontinuous separable piecewise linear function, even when a mixed-integer programming (MIP) model is not available for it. When a MIP model is available, our SOS model gives a linear programming relaxation bound that is as good as the MIPs.

Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
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A special ordered set approach for optimizing a discontinuous separable piecewise linear function
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