Branch-and-cut for separable piecewise linear optimization and intersection with semi-continuous constraints
We report and analyze the results of our computational testing of branch-and-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.
branch-and-cut piecewise linear optimization mixed-integer programming knapsack problem special ordered set semi-continuous variable polyhedral method 90