| 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.