Mathematical Programming Computation, Volume 5, Issue 1, March 2013

Branch-and-cut for separable piecewise linear optimization and intersection with semi-continuous constraints

I. R. de Farias Jr, E. Kozyreff, R. Gupta, M. Zhao

We report and analyze the results of our computational testing of branchand-cut for piecewise linear optimization using the cutting planes given recently by Zhao and de Farias. Besides evaluating the performance of the cuts, we evaluate the effect of formulation on the performance of branch-and-cut. Finally, we report and analyze results on piecewise linear optimization problems with semi-continuous constraints.

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