The piecewise linear optimization polytope: new inequalities and intersection with semi-continuous constraints

• 成果类型: Article
• 署名作者: Zhao, Ming; de Farias, Ismael Regis, Jr.
• 署名单位: Texas Tech University System; Texas Tech University
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-012-0517-z
• 发表日期: 2013
• 页码: 217-255
• 关键词: integer programming-models; unit commitment problem; special ordered sets; branch-and-cut; binary variables; Portfolio optimization; nonconvex; OPERATIONS; FAMILY

摘要

We give new facets and valid inequalities for the separable piecewise linear optimization (SPLO) knapsack polytope. We also extend the inequalities to the case in which some of the variables are semi-continuous. Finally, we give computational results that demonstrate their efficiency in solving difficult instances of SPLO and SPLO with semi-continuous constraints.