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math.OC2023
Building Formulations for Piecewise Linear Relaxations of Nonlinear Functions
Bochuan Lyu, Illya V. Hicks, Joey Huchette
We study mixed-integer programming formulations for the piecewise linear lower and upper bounds (in other words, piecewise linear relaxations) of nonlinear functions that can be mo…
math.OC2022
Modeling Combinatorial Disjunctive Constraints via Junction Trees
Bochuan Lyu, Illya V. Hicks, Joey Huchette
We introduce techniques to build small ideal mixed-integer programming (MIP) formulations of combinatorial disjunctive constraints (CDCs) via the independent branching scheme. We p…