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

I. R. de Farias, M. Zhao, H. Zhao

Research output: Contribution to journalArticlepeer-review

19 Scopus citations

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.

Original languageEnglish
Pages (from-to)234-238
Number of pages5
JournalOperations Research Letters
Volume36
Issue number2
DOIs
StatePublished - Mar 2008

Keywords

  • Piecewise linear optimization
  • Special ordered set

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