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TITLE: Mixed Integer Programming Models for Non-separable Piecewise Linear Cost Functions
SPEAKER: Juan Pablo Vielma
ABSTRACT:
We review several Mixed Integer Programming formulations for separable continuous piecewise linear cost functions and their extensions to the non-separable and/or discontinuous cases. We compare both existing and new formulations by their theoretical properties and by their performance in computational experiments. We present results for different classes of transportation problems with separable/non-separable, continuous/lower-semicontinuous non-convex piecewise linear cost functions.
This is joint work with Prof. Shabbir Ahmed and Prof. George Nemhauser.