TY - JOUR
T1 - Models for representing piecewise linear cost functions
AU - Keha, Ahmet B.
AU - De Farias, Ismael R.
AU - Nemhauser, George L.
N1 - Funding Information:
We are grateful to Manfred Padberg for providing comments on an earlier draft of the paper. This research was partially supported by NSF under grants DMI-0100020 and DMI-0121495.
PY - 2004/1
Y1 - 2004/1
N2 - The models for representing piecewise linear cost functions were presented. The formulations of linear programs (LP) with piecewise linear objective functions with and without additional binary variables were also studied. It was shown that the two formulations without additional variables have the same LP bounds with respect to those of the corresponding formulations with binary variables.
AB - The models for representing piecewise linear cost functions were presented. The formulations of linear programs (LP) with piecewise linear objective functions with and without additional binary variables were also studied. It was shown that the two formulations without additional variables have the same LP bounds with respect to those of the corresponding formulations with binary variables.
KW - Mixed-integer programming modeling
KW - Piecewise linear functions
KW - Special ordered sets
UR - http://www.scopus.com/inward/record.url?scp=0142029542&partnerID=8YFLogxK
U2 - 10.1016/S0167-6377(03)00059-2
DO - 10.1016/S0167-6377(03)00059-2
M3 - Article
AN - SCOPUS:0142029542
SN - 0167-6377
VL - 32
SP - 44
EP - 48
JO - Operations Research Letters
JF - Operations Research Letters
IS - 1
ER -