A Comparison of Mixed - Integer Programming Models for Nonconvex Piecewise Linear Cost Minimization Problems
نویسندگان
چکیده
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.
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ورودعنوان ژورنال:
- Management Science
دوره 49 شماره
صفحات -
تاریخ انتشار 2003