A Comparison of Mixed-Integer Programming Models for Non-Convex Piecewise Linear Cost Minimization Problems
We study a generic minimization problem with separable non-convex piecewise linear costs, showing that the linear programming (LP) relaxation of three textbook mixed integer programming formulations each approximates the cost function by its lower convex envelope. We also show a relationship between...
| Main Authors: | , , |
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| Format: | Working Paper |
| Language: | en_US |
| Published: |
Massachusetts Institute of Technology, Operations Research Center
2004
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| Subjects: | |
| Online Access: | http://hdl.handle.net/1721.1/5233 |