Branch-and-Cut for Separable Piecewise Linear Optimization: Computation

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

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Department of Industrial Engineering, Texas Tech, 2011

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