Incremental and encoding formulations for Mixed Integer Programming
Name
Vielma_Incremental and Encoding Formulations.pdf
Size
270.46 KB
Format
Adobe PDF
Checksum (MD5)
3bcb4f5c7cceb35fd0399fc8eef66b26
Author(s)
Yıldız, Sercan
Vielma Centeno, Juan Pablo
Date Issued
September 2013
Journal
Operations Research Letters
Publisher
Elsevier
Citation
Yıldız, Sercan, and Juan Pablo Vielma. “Incremental and Encoding Formulations for Mixed Integer Programming.” Operations Research Letters 41, no. 6 (November 2013): 654–658.
Version
Author's final manuscript
Abstract
The standard way to represent a choice between n alternatives in Mixed Integer Programming is through n binary variables that add up to one. Unfortunately, this approach commonly leads to unbalanced branch-and-bound trees and diminished solver performance. In this paper, we present an encoding formulation framework that encompasses and expands existing approaches to mitigate this behavior. Through this framework, we generalize the incremental formulation for piecewise linear functions to any finite union of polyhedra with identical recession cones.
MIT Department
Sloan School of Management
Terms of Use
Creative Commons Attribution-NonCommercial-NoDerivs License
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1016/j.orl.2013.09.004
