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A Comparison of Mixed-Integer Programming Models for Non-Convex Piecewise Linear Cost Minimization ProblemsCroxton, Keely L., Gendon, Bernard, Magnanti, Thomas L. 07 1900 (has links)
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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