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Branch-and-Cut for Separable Piecewise Linear Optimization: Computation

Ismael de Farias(ismael.de-farias***at***ttu.edu)
Rajat Gupta(razzzat***at***gmail.com)
Ernee Kozyreff(ernee.kozyreff***at***ttu.edu)
Ming Zhao(ming.zhao***at***sas.com)

Abstract: We report and analyze the results of our extensive computational testing of branch-and-cut for piecewise linear optimization using the cutting planes given recently by Zhao and de Farias. Besides analysis of the performance of the cuts, we also analyze the effect of formulation on the performance of branch-and-cut. Finally, we report and analyze initial results on piecewise linear optimization problems with semi-continuous constraints.

Keywords: piecewise linear optimization, mixed-integer programming, knapsack problem, special ordered set, semi-continuous variable, polyhedral method, branch-and-cut

Category 1: Integer Programming

Citation: Department of Industrial Engineering, Texas Tech, 2011

Download: [PDF]

Entry Submitted: 03/23/2011
Entry Accepted: 03/24/2011
Entry Last Modified: 03/23/2011

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