Please use this identifier to cite or link to this item: http://dspace.mediu.edu.my:8181/xmlui/handle/1721.1/5233
Title: A Comparison of Mixed-Integer Programming Models for Non-Convex Piecewise Linear Cost Minimization Problems
Keywords: piecewise-linear, integer programming, linear relaxation, Lagrangian relaxation.
Issue Date: 9-Oct-2013
Publisher: Massachusetts Institute of Technology, Operations Research Center
Description: 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 this result and classical Lagrangian duality theory.
URI: http://koha.mediu.edu.my:8181/xmlui/handle/1721
Other Identifiers: http://hdl.handle.net/1721.1/5233
Appears in Collections:MIT Items

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