Locally Ideal Formulations for Piecewise Linear Functions with Indicator Variables
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Date
2013-04-29Author
Linderoth, Jeff
Luedtke, James
Sridhar, Srikrishna
Metadata
Show full item recordAbstract
In this paper, we consider mixed integer linear programming (MIP) formulations for piecewise linear functions (PLFs) that are evaluated when an indicator variable is turned on. We describe modifications to standard MIP formulations for PLFs with desirable theoretical properties and superior computational performance in this context.
Subject
Locally ideal formulation
Piecewise-linear functions
Permanent Link
http://digital.library.wisc.edu/1793/65418Citation
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