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Mixed-integer models for nonseparable piecewise-linear optimization: unifying framework and extensions. (English) Zbl 1226.90046

Summary: We study the modeling of nonconvex piecewise-linear functions as mixed-integer programming (MIP) problems. We review several new and existing MIP formulations for continuous piecewise-linear functions with special attention paid to multivariate nonseparable functions. We compare these formulations with respect to their theoretical properties and their relative computational performance. In addition, we study the extension of these formulations to lower semicontinuous piecewise-linear functions.

MSC:

90C11 Mixed integer programming
90C26 Nonconvex programming, global optimization
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