B${}^3$-PWL: GPU-Batched Branch-and-Bound for Piecewise-Linear Optimization with SOS2 Constraints

Yilin Guan, Shuqing Luo, Pingzhi Li +2

Piecewise-linear (PWL) optimization problems arise in many mixed-integer programming (MIP) optimization applications, including portfolio optimization, workforce scheduling, and re…