A special ordered set approach for optimizing a discontinuous separable piecewise linear function

A special ordered set approach for optimizing a discontinuous separable piecewise linear function

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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: , ,
Keywords: programming: integer
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 an MIP model is available, our SOS model gives a linear programming relaxation bound that is as good as the MIP's.

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