APPROXIMATING SEPARABLE NONLINEAR FUNCTIONS VIA MIXED ZERO-ONE PROGRAMS
|Publisher:||Stern School of Business, New York University|
|Abstract:||We discuss two models from the literature that have been developed to formulate piecewise linear approximation of separable nonlinear functions by way of mixed-integer programs. We show that the most commonly proposed method is computationally inferior to a lesser known technique by comparing analytically the linear programming relaxations of the two formulations. A third way of formulating the problem, that shares the advantages of the better of the two known methods, is also proposed.|
|Appears in Collections:||IOMS: Statistics Working Papers|
Items in FDA are protected by copyright, with all rights reserved, unless otherwise indicated.