Piecewise linear approximation of functions of two variables in MILP models

Authors:
Claudia D'Ambrosio;Andrea Lodi;Silvano Martello
Affiliations:
DEIS, University of Bologna, Viale Risorgimento 2, 40136 Bologna, Italy;DEIS, University of Bologna, Viale Risorgimento 2, 40136 Bologna, Italy;DEIS, University of Bologna, Viale Risorgimento 2, 40136 Bologna, Italy
Venue:
Operations Research Letters
Year:
2010

Citing 4
Cited 0

Polyhedral methods for piecewise-linear functions I: the lambda method

Discrete Applied Mathematics
Modeling disjunctive constraints with a logarithmic number of binary variables and constraints

IPCO'08 Proceedings of the 13th international conference on Integer programming and combinatorial optimization
Approximating separable nonlinear functions via mixed zero-one programs

Operations Research Letters
Models for representing piecewise linear cost functions

Operations Research Letters

Quantified Score

Hi-index	0.00

Visualization

Abstract

We consider three easy-to-implement methods for the piecewise linear approximation of functions of two variables. We experimentally evaluate their approximation quality, and give a detailed description of how the methods can be embedded in a MILP model. The advantages and drawbacks of the three methods are discussed on numerical examples.