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 language | English |
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Pages (from-to) | 234-238 |
Number of pages | 5 |
Journal | Operations Research Letters |
Volume | 36 |
Issue number | 2 |
DOIs | |
State | Published - Mar 2008 |
Keywords
- Piecewise linear optimization
- Special ordered set