A modified goal programming model for piecewise linear functions

A modified goal programming model for piecewise linear functions

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Article ID: iaor20023011
Country: Netherlands
Volume: 139
Issue: 1
Start Page Number: 62
End Page Number: 67
Publication Date: May 2002
Journal: European Journal of Operational Research
Authors:
Keywords: programming: linear
Abstract:

Piecewise linear function (PLF) is an important technique for solving polynomial and/or posynomial programming problems since the problems can be approximately represented by the PLF. The PLF can also be solved using the goal programming (GP) technique by adding appropriate linearization constraints. This paper proposes a modified GP technique to solve PLF with n terms. The proposed method requires only one additional constraint, which is more efficient than some well-known methods such as those proposed by Charnes and Cooper, and Li. Furthermore, the proposed model can easily be applied to general polynomial and/or posynomial programming problems.

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