A superior representation method for piecewise linear functions

Han-Lin Li*, Hao Chun Lu, Chia Hui Huang, Nian Ze Hu

*Corresponding author for this work

研究成果: Article同行評審

22 引文 斯高帕斯(Scopus)

摘要

Many nonlinear programs can be piecewisely linearized by adding extra binary variables. For the last four decades, several techniques of formulating a piecewise linear function have been developed. By expressing a piecewise linear function with m+1 break points, the current method requires us to use m additional binary variables and 4m constraints, which causes heavy computation when m is large. This study proposes a superior way of expressing the same piecewise linear function, where only [log 2m] binary variables and 8 + 8[log 2m] additive constraints are used. Various numerical experiments demonstrate that the proposed method is more computationally efficient than current methods.

原文English
頁(從 - 到)314-321
頁數8
期刊INFORMS Journal on Computing
21
發行號2
DOIs
出版狀態Published - 1 三月 2009

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