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Branch-and-cut for separable piecewise linear optimization and intersection with semi-continuous constraints

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Abstract

We report and analyze the results of our computational testing of branch-and-cut for piecewise linear optimization using the cutting planes given recently by Zhao and de Farias. Besides evaluating the performance of the cuts, we evaluate the effect of formulation on the performance of branch-and-cut. Finally, we report and analyze results on piecewise linear optimization problems with semi-continuous constraints.

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Acknowledgments

This research was partially supported by the Office of Naval Research and the National Science Foundation through grants N000140910332 and CMMI-0620755, respectively. Their support is gratefully acknowledged. We are grateful to George Nemhauser and Juan-Pablo Vielma for making available to us the instances of their paper [30]. We are also grateful to Zhonghao Gu and Ed Rothberg for enlightening discussions. Finally, we are grateful to the anonymous referees and the editors, for several valuable suggestions.

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Authors and Affiliations

  1. Department of Industrial Engineering, Texas Tech University, Lubbock, USA

    I. R. de Farias Jr., E. Kozyreff & R. Gupta

  2. SAS, Cary, USA

    M. Zhao

Authors
  1. I. R. de Farias Jr.
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  2. E. Kozyreff
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  3. R. Gupta
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  4. M. Zhao
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Correspondence to I. R. de Farias Jr..

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de Farias, I.R., Kozyreff, E., Gupta, R. et al. Branch-and-cut for separable piecewise linear optimization and intersection with semi-continuous constraints. Math. Prog. Comp. 5, 75–112 (2013). https://doi.org/10.1007/s12532-012-0049-9

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  • DOI: https://doi.org/10.1007/s12532-012-0049-9

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