Locally Ideal Formulations for Piecewise Linear Functions with Indicator Variables

In this paper, we consider mixed integer linear programming (MIP) formulations for piecewise linear functions (PLFs) that are evaluated when an indicator variable is turned on. We describe modifications to standard MIP formulations for PLFs with desirable theoretical properties and superior computational performance in this context.

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Technical Report #1788, Computer Sciences Department, University of Wisconsin-Madison.

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