Models for representing piecewise linear cost functions

Ahmet B. Keha, Ismael R. De Farias, George L. Nemhauser

Research output: Contribution to journalArticlepeer-review

109 Scopus citations

Abstract

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.

Original languageEnglish
Pages (from-to)44-48
Number of pages5
JournalOperations Research Letters
Volume32
Issue number1
DOIs
StatePublished - Jan 2004

Keywords

  • Mixed-integer programming modeling
  • Piecewise linear functions
  • Special ordered sets

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