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.
| Identifer | oai:union.ndltd.org:MIT/oai:dspace.mit.edu:1721.1/5233 |
| Date | 07 1900 |
| Creators | Croxton, Keely L., Gendon, Bernard, Magnanti, Thomas L. |
| Publisher | Massachusetts Institute of Technology, Operations Research Center |
| Source Sets | M.I.T. Theses and Dissertation |
| Language | en_US |
| Detected Language | English |
| Type | Working Paper |
| Format | 1744 bytes, 729124 bytes, application/pdf |
| Relation | Operations Research Center Working Paper;OR 363-02 |
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