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Re: [Help-glpk] Piecewise linear objective functions


From: Andrew Makhorin
Subject: Re: [Help-glpk] Piecewise linear objective functions
Date: Thu, 9 Aug 2007 16:19:25 +0400

> Please find below a pointer to an interesting article that
> compares various formulations for non-convex piecewise linear cost
> functions. The formulation affects the run time of the usually hard
> to solve MIP models. Non-convex and concave cost functions occur
> quite often in supply chain modelling, 
> e.g. transportation costs with scale/utilization effects.  

> Croxton, K. L., Gendron, B. and Magnanti, T. L., "A comparison of
> mixed-integer programming models for non-convex piecewise linear
> cost minimization problems," Management Sci., v49, pp. 1268-1273,
> 2003.

Thank you.

I could not find that paper in the internet for free download,
however, I encountered a report by the same authors and having the
same title. See http://dspace.mit.edu/handle/1721.1/5233 .

Andrew Makhorin





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