Approximation of non-linear functions in mixed integer programming
Alexander Martin, Technische Universität Darmstadt
The common approach to model non-linear functions within mixed integer
programs is via piece-wise linear functions. In the one-dimensional
case these functions are modeled via so-called SOS constraints. We
extend this idea to higher dimensions and provide a complete
polyhedral analysis of this approach. Our computational results on
some real-world problems arising in the optimization of gas networks
demonstrate the success of this method.
Chemnitz Workshop
Last modified: Mon Sep 23 18:53:51 CEST 2004