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Incremental and encoding formulations for Mixed Integer Programming
Authors:Sercan Yıldız  Juan Pablo Vielma
Affiliation:1. Tepper School of Business, Carnegie Mellon University, 5000 Forbes Ave, Pittsburgh, PA 15213, United States;2. Sloan School of Management, Massachusetts Institute of Technology, 77 Massachusetts Ave., Cambridge, MA 02139, United States;3. Department of Industrial Engineering, University of Pittsburgh, 3700 O’Hara Street, Pittsburgh, PA 15261, United States
Abstract:The standard way to represent a choice between nn alternatives in Mixed Integer Programming is through nn binary variables that add up to one. Unfortunately, this approach commonly leads to unbalanced branch-and-bound trees and diminished solver performance. In this paper, we present an encoding formulation framework that encompasses and expands existing approaches to mitigate this behavior. Through this framework, we generalize the incremental formulation for piecewise linear functions to any finite union of polyhedra with identical recession cones.
Keywords:Mixed Integer Programming   Disjunctive programming   Formulations
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