A special ordered set approach for optimizing a discontinuous separable piecewise linear function |
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| Authors: | I.R. de Farias Jr. M. Zhao H. Zhao |
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| Affiliation: | Department of Industrial and Systems Engineering, State University of New York, University at Buffalo, 403 Bell Hall, Buffalo, NY 14260, USA |
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| Abstract: | We give a special ordered set (SOS) approach that optimizes a discontinuous separable piecewise linear function, even when a mixed-integer programming (MIP) model is not available for it. When a MIP model is available, our SOS model gives a linear programming relaxation bound that is as good as the MIPs. |
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| Keywords: | Piecewise linear optimization Special ordered set |
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