A counterexample to an exact extended formulation for the single-unit commitment problem

Recently, Guan, Pan, and Zohu presented a MIP model for the thermal single- unit commitment claiming that provides an integer feasible solution for any convex cost function. In this note we provide a counterexample to this statement and we produce evidence that the perspective function is needed for this aim.

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Research Report 19-03, Istituto di Analisi dei Sistemi ed Informatica "A. Ruberti", Consiglio Nazionale delle Ricerche, 2019.

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