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Incremental and Encoding Formulations for Mixed Integer Programming

Sercan Yildiz (syildiz***at***andrew.cmu.edu)
Juan Pablo Vielma (jvielma***at***mit.edu.)

Abstract: The standard way to represent a choice between n alternatives in Mixed Integer Programming is through n binary variables that add up to one. Unfortunately, this approach commonly leads to unbalanced branch-and-bound trees and diminished solver performance. In this paper, we present an encoding formulation framework that encompasses and expands existing approaches to mitigate this behavior. Through this framework, we generalize the incremental formulation for piecewise linear functions to any finite union of polyhedra with identical recession cones.

Keywords: Mixed Integer Programming; Disjunctive Programming; Formulations

Category 1: Integer Programming ((Mixed) Integer Linear Programming )


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Entry Submitted: 03/27/2013
Entry Accepted: 03/27/2013
Entry Last Modified: 04/01/2013

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