IDEAS home Printed from https://ideas.repec.org/a/inm/ormnsc/v49y2003i9p1268-1273.html
   My bibliography  Save this article

A Comparison of Mixed-Integer Programming Models for Nonconvex Piecewise Linear Cost Minimization Problems

Author

Listed:
  • Keely L. Croxton

    (Fisher College of Business, The Ohio State University, Columbus, Ohio 43210)

  • Bernard Gendron

    (Département d'informatique, et de recherche opérationnelle, and Centre de recherche sur les transports, Université de Montréal, Montréal, Quebec H3C 3J7, Canada)

  • Thomas L. Magnanti

    (School of Engineering, and Sloan School of Management, Massachusetts Institute of Technology, Cambridge, Massachusetts)

Abstract

We study a generic minimization problem with separable nonconvex piecewise linear costs, showing that the linear programming (LP) relaxation of three textbook mixed-integer programming formulations each approximates the cost function by its lower convex envelope. We also show a relationship between this result and classical Lagrangian duality theory.

Suggested Citation

  • Keely L. Croxton & Bernard Gendron & Thomas L. Magnanti, 2003. "A Comparison of Mixed-Integer Programming Models for Nonconvex Piecewise Linear Cost Minimization Problems," Management Science, INFORMS, vol. 49(9), pages 1268-1273, September.
    • Handle: RePEc:inm:ormnsc:v:49:y:2003:i:9:p:1268-1273
    DOI: 10.1287/mnsc.49.9.1268.16570
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/mnsc.49.9.1268.16570
    Download Restriction: no
    File URL: https://libkey.io/10.1287/mnsc.49.9.1268.16570?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Holmberg, Kaj & Ling, Jonas, 1997. "A Lagrangean heuristic for the facility location problem with staircase costs," European Journal of Operational Research, Elsevier, vol. 97(1), pages 63-74, February.
    2. Thomas L. Magnanti & Prakash Mirchandani & Rita Vachani, 1995. "Modeling and Solving the Two-Facility Capacitated Network Loading Problem," Operations Research, INFORMS, vol. 43(1), pages 142-157, February.
    3. James E. Falk & Richard M. Soland, 1969. "An Algorithm for Separable Nonconvex Programming Problems," Management Science, INFORMS, vol. 15(9), pages 550-569, May.
    4. Holmberg, Kaj, 1994. "Solving the staircase cost facility location problem with decomposition and piecewise linearization," European Journal of Operational Research, Elsevier, vol. 75(1), pages 41-61, May.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Keely L. Croxton & Bernard Gendron & Thomas L. Magnanti, 2007. "Variable Disaggregation in Network Flow Problems with Piecewise Linear Costs," Operations Research, INFORMS, vol. 55(1), pages 146-157, February.
    2. F. J. Hwang & Yao-Huei Huang, 2021. "An effective logarithmic formulation for piecewise linearization requiring no inequality constraint," Computational Optimization and Applications, Springer, vol. 79(3), pages 601-631, July.
    3. Ya Ping Fang & Kaiwen Meng & Xiao Qi Yang, 2012. "Piecewise Linear Multicriteria Programs: The Continuous Case and Its Discontinuous Generalization," Operations Research, INFORMS, vol. 60(2), pages 398-409, April.
    4. Tue R. L. Christensen & Kim Allan Andersen & Andreas Klose, 2013. "Solving the Single-Sink, Fixed-Charge, Multiple-Choice Transportation Problem by Dynamic Programming," Transportation Science, INFORMS, vol. 47(3), pages 428-438, August.
    5. Christensen, Tue Rauff Lind & Klose, Andreas, 2021. "A fast exact method for the capacitated facility location problem with differentiable convex production costs," European Journal of Operational Research, Elsevier, vol. 292(3), pages 855-868.
    6. B Goldengorin & J Keane & V Kuzmenko & M K-S Tso, 2011. "Optimal supplier choice with discounting," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 62(4), pages 690-699, April.
    7. Keely L. Croxton & Bernard Gendron & Thomas L. Magnanti, 2003. "Models and Methods for Merge-in-Transit Operations," Transportation Science, INFORMS, vol. 37(1), pages 1-22, February.
    8. Baumgartner, Kerstin & Fuetterer, André & Thonemann, Ulrich W., 2012. "Supply chain design considering economies of scale and transport frequencies," European Journal of Operational Research, Elsevier, vol. 218(3), pages 789-800.
    9. Alejandro Montoya & Mario C. Vélez–Gallego & Juan G. Villegas, 2016. "Multi-product capacitated facility location problem with general production and building costs," Netnomics, Springer, vol. 17(1), pages 47-70, July.
    10. Ram Kumar P N, 2013. "On Modeling The Step Fixed-Charge Transportation Problem," Working papers 134, Indian Institute of Management Kozhikode.
    11. Sanjay Jena & Jean-François Cordeau & Bernard Gendron, 2015. "Modeling and solving a logging camp location problem," Annals of Operations Research, Springer, vol. 232(1), pages 151-177, September.
    12. Broek, John v.d. & Schutz, Peter & Stougie, Leen & Tomasgard, Asgeir, 2006. "Location of slaughterhouses under economies of scale," European Journal of Operational Research, Elsevier, vol. 175(2), pages 740-750, December.
    13. Wooseung Jang & J. George Shanthikumar, 2002. "Stochastic allocation of inspection capacity to competitive processes," Naval Research Logistics (NRL), John Wiley & Sons, vol. 49(1), pages 78-94, February.
    14. Yong Xia & Longfei Wang & Meijia Yang, 2019. "A fast algorithm for globally solving Tikhonov regularized total least squares problem," Journal of Global Optimization, Springer, vol. 73(2), pages 311-330, February.
    15. Jungho Park & Hadi El-Amine & Nevin Mutlu, 2021. "An Exact Algorithm for Large-Scale Continuous Nonlinear Resource Allocation Problems with Minimax Regret Objectives," INFORMS Journal on Computing, INFORMS, vol. 33(3), pages 1213-1228, July.
    16. C S Sung & S H Song, 2003. "Integrated service network design for a cross-docking supply chain network," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 54(12), pages 1283-1295, December.
    17. Liang Chen & Wei-Kun Chen & Mu-Ming Yang & Yu-Hong Dai, 2021. "An exact separation algorithm for unsplittable flow capacitated network design arc-set polyhedron," Journal of Global Optimization, Springer, vol. 81(3), pages 659-689, November.
    18. Yogesh Agarwal, 2013. "Design of Survivable Networks Using Three- and Four-Partition Facets," Operations Research, INFORMS, vol. 61(1), pages 199-213, February.
    19. Luís Gouveia & Pedro Patrício & Amaro Sousa, 2008. "Hop-Constrained Node Survivable Network Design: An Application to MPLS over WDM," Networks and Spatial Economics, Springer, vol. 8(1), pages 3-21, March.
    20. Yogesh K. Agarwal, 2002. "Design of Capacitated Multicommodity Networks with Multiple Facilities," Operations Research, INFORMS, vol. 50(2), pages 333-344, April.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:ormnsc:v:49:y:2003:i:9:p:1268-1273. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.