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The piecewise linear optimization polytope: new inequalities and intersection with semi-continuous constraints

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Abstract

We give new facets and valid inequalities for the separable piecewise linear optimization (SPLO) knapsack polytope. We also extend the inequalities to the case in which some of the variables are semi-continuous. Finally, we give computational results that demonstrate their efficiency in solving difficult instances of SPLO and SPLO with semi-continuous constraints.

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Authors and Affiliations

  1. SAS, Cary, NC, USA

    Ming Zhao

  2. Department of Industrial Engineering, Texas Tech University, Lubbock, TX, USA

    Ismael Regis de Farias Jr.

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  1. Ming Zhao
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  2. Ismael Regis de Farias Jr.
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Correspondence to Ismael Regis de Farias Jr..

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Zhao, M., de Farias, I.R. The piecewise linear optimization polytope: new inequalities and intersection with semi-continuous constraints. Math. Program. 141, 217–255 (2013). https://doi.org/10.1007/s10107-012-0517-z

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  • DOI: https://doi.org/10.1007/s10107-012-0517-z

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