Article ID: | iaor20091441 |
Country: | Netherlands |
Volume: | 36 |
Issue: | 2 |
Start Page Number: | 234 |
End Page Number: | 238 |
Publication Date: | Mar 2008 |
Journal: | Operations Research Letters |
Authors: | Zhao H., Farias I.R. de, Zhao M. |
Keywords: | programming: integer |
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 an MIP model is available, our SOS model gives a linear programming relaxation bound that is as good as the MIP's.