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Bi-Perspective Functions for Mixed-Integer Fractional Programs with Indicator Variables

Adam N. Letchford (a.n.letchford***at***lancaster.ac.uk)
Qiang Ni (q.ni***at***lancaster.ac.uk)
Zhaoyu Zhong (z.zhong1***at***lancaster.ac.uk)

Abstract: Perspective functions have long been used to convert fractional programs into convex programs. More recently, they have been used to form tight relaxations of mixed-integer nonlinear programs with so-called indicator variables. Motivated by a practical application (maximising energy efficiency in an OFDMA system), we consider problems that have a fractional objective and indicator variables simultaneously. To obtain a tight relaxation of such problems, one must consider what we call a "bi-perspective" (Bi-P) function. An analysis of Bi-P functions leads to the derivation of a new kind of cutting planes, which we call "Bi-P cuts". Computational results indicate that Bi-P cuts typically close a substantial proportion of the integrality gap.

Keywords: fractional programming; mixed-integer nonlinear programming; mobile wireless communications

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

Category 2: Applications -- OR and Management Sciences (Telecommunications )

Citation: Working paper, Department of Management Science, Lancaster University, Lancaster, UK.

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Entry Submitted: 09/26/2017
Entry Accepted: 09/26/2017
Entry Last Modified: 05/07/2018

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