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Locally ideal formulations for piecewise linear functions with indicator variables |
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| Authors: | Srikrishna Sridhar Jeff Linderoth James Luedtke |
| Affiliation: | 1. School of Computer Sciences, University of Wisconsin-Madison, 1209 Dayton Street, Madison, WI 53706, United States;2. Department of Industrial and Systems Engineering, University of Wisconsin-Madison, 1513 University Avenue, Madison, WI 53706, United States |
| Abstract: | 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. |
| Keywords: | Piecewise linear function Mixed-integer programming Indicator variables |
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