Comparing perspective reformulations for piecewise-convex optimization

Research output: Contribution to journalArticlepeer-review

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 languageEnglish
Pages (from-to)702-708
Number of pages7
JournalOperations Research Letters
Volume51
Issue number6
DOIs
Publication statusPublished - 1 Nov 2023

Keywords

  • Formulations comparison
  • Perspective reformulation
  • Piecewise-convex MINLP problems
  • Sequential convex MINLP technique

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