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Article Dans Une Revue Operations Research Letters Année : 2023

Comparing perspective reformulations for piecewise-convex optimization

Résumé

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.

Dates et versions

hal-03876920 , version 1 (29-11-2022)

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Citer

Renan Spencer Trindade, Claudia d'Ambrosio, Antonio Frangioni, Claudio Gentile. Comparing perspective reformulations for piecewise-convex optimization. Operations Research Letters, 2023, 51 (6), pp.702-708. ⟨10.1016/j.orl.2023.11.003⟩. ⟨hal-03876920⟩
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