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A Comparison of Mixed-Integer Programming Models for Non-Convex Piecewise Linear Cost Minimization Problems

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.

Identiferoai:union.ndltd.org:MIT/oai:dspace.mit.edu:1721.1/5233
Date07 1900
CreatorsCroxton, Keely L., Gendon, Bernard, Magnanti, Thomas L.
PublisherMassachusetts Institute of Technology, Operations Research Center
Source SetsM.I.T. Theses and Dissertation
Languageen_US
Detected LanguageEnglish
TypeWorking Paper
Format1744 bytes, 729124 bytes, application/pdf
RelationOperations Research Center Working Paper;OR 363-02

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