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

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

Research output: Contribution to journalArticlepeer-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 languageEnglish
Pages (from-to)75-112
Number of pages38
JournalMathematical Programming Computation
Volume5
Issue number1
DOIs
StatePublished - 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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