Abstract
We aim at generalizing formulations for non-convex piecewise-linear problems to mathematical programs whose non-convexities are only expressed in terms of piecewise-convex univariate functions. This is motivated by solving Mixed-Integer Non-Linear Programming (MINLP) problems with separable non-convex functions via the Sequential Convex MINLP technique. We theoretically and computationally compare different formulations, showing that, unlike in the linear case, they are not equivalent when perspective reformulation is applied to strengthen the formulation of each single segment.
| Original language | English |
|---|---|
| Pages (from-to) | 702-708 |
| Number of pages | 7 |
| Journal | Operations Research Letters |
| Volume | 51 |
| Issue number | 6 |
| DOIs | |
| Publication status | Published - 1 Nov 2023 |
Keywords
- Formulations comparison
- Perspective reformulation
- Piecewise-convex MINLP problems
- Sequential convex MINLP technique