Branch-and-cut for separable piecewise linear optimization and intersection with semi-continuous constraints

I. R. de Farias; E. Kozyreff; R. Gupta; M. Zhao

doi:10.1007/s12532-012-0049-9

Branch-and-cut for separable piecewise linear optimization and intersection with semi-continuous constraints

I. R. de Farias, E. Kozyreff, R. Gupta, M. Zhao

Industrial Engineering

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

We report and analyze the results of our computational testing of branch-and-cut for piecewise linear optimization using the cutting planes given recently by Zhao and de Farias. Besides evaluating the performance of the cuts, we evaluate the effect of formulation on the performance of branch-and-cut. Finally, we report and analyze results on piecewise linear optimization problems with semi-continuous constraints.

Original language	English
Pages (from-to)	75-112
Number of pages	38
Journal	Mathematical Programming Computation
Volume	5
Issue number	1
DOIs	https://doi.org/10.1007/s12532-012-0049-9
State	Published - 2013

Keywords

Branch-and-cut
Knapsack problem
Mixed-integer programming
Piecewise linear optimization
Polyhedral method
Semi-continuous variable
Special ordered set

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10.1007/s12532-012-0049-9

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abstract = "We report and analyze the results of our computational testing of branch-and-cut for piecewise linear optimization using the cutting planes given recently by Zhao and de Farias. Besides evaluating the performance of the cuts, we evaluate the effect of formulation on the performance of branch-and-cut. Finally, we report and analyze results on piecewise linear optimization problems with semi-continuous constraints.",

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KW - Knapsack problem

KW - Mixed-integer programming

KW - Piecewise linear optimization

KW - Polyhedral method

KW - Semi-continuous variable

KW - Special ordered set

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