Approximating separable nonlinear functions via mixed zero-one programs

We discuss two models from the literature that have been developed to formulate piecewise linear approximations of separable nonlinear functions by way of mixed-integer programs. We show that the most commonly proposed method is computationally inferior to a lesser known technique by comparing analytically the linear programming relaxations of the two formulations. A third way of formulating the problem, that shares the advantages of the better of the two known methods, is also proposed. c © 2000 Elsevier Science B.V. All rights reserved.