標題: A Superior Representation Method for Piecewise Linear Functions
作者: Li, Han-Lin
Lu, Hao-Chun
Huang, Chia-Hui
Hu, Nian-Ze
資訊管理與財務金融系 註:原資管所+財金所
Department of Information Management and Finance
關鍵字: mathematics;piecewise linear;programming;integer
公開日期: 1-Mar-2009
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(2)m] binary variables and 8+8 [log(2)m] additive constraints are used. Various numerical experiments demonstrate that the proposed method is more computationally efficient than current methods.
URI: http://dx.doi.org/10.1287/ijoc.1080.0294
http://hdl.handle.net/11536/7569
ISSN: 1091-9856
DOI: 10.1287/ijoc.1080.0294
期刊: INFORMS JOURNAL ON COMPUTING
Volume: 21
Issue: 2
起始頁: 314
結束頁: 321
Appears in Collections:Articles