Models for representing piecewise linear cost functions

  • Authors:
  • Ahmet B. Keha;Ismael R. De Farias, Jr.;George L. Nemhauser

  • Affiliations:
  • School of Industrial and Systems Engineering, Georgia Institute of Technology, 765 Ferst Drive, Atlanta, GA 30332-0205, USA;Graduate School of Industrial Administration, Carnegie Mellon University, 5000 Forbes Ave., Pittsburgh, PA 15213, USA;School of Industrial and Systems Engineering, Georgia Institute of Technology, 765 Ferst Drive, Atlanta, GA 30332-0205, USA

  • Venue:
  • Operations Research Letters
  • Year:
  • 2004

Quantified Score

Hi-index 0.00

Visualization

Abstract

We study formulations of linear programs with piecewise linear objective functions with and without additional binary variables. We show that the two formulations without additional binary variables have the same LP bounds as those of the corresponding formulations with binary variables and therefore are preferable for efficient computation.