We aim at generalizing formulations for non-convex piecewise-linear problems to mathematical programs whose non-convexities are only expressed in terms of piecewise-convex univariate functions. This is motivated by solving Mixed-Integer Non-Linear Programming (MINLP) problems with separable non-convex functions via the Sequential Convex MINLP technique. We theoretically and computationally compare different formulations, showing that, unlike in the linear case, they are not equivalent when perspective reformulation is applied to strengthen the formulation of each single segment.

Comparing perspective reformulations for piecewise-convex optimization

Antonio Frangioni;Claudio Gentile
2023

Abstract

We aim at generalizing formulations for non-convex piecewise-linear problems to mathematical programs whose non-convexities are only expressed in terms of piecewise-convex univariate functions. This is motivated by solving Mixed-Integer Non-Linear Programming (MINLP) problems with separable non-convex functions via the Sequential Convex MINLP technique. We theoretically and computationally compare different formulations, showing that, unlike in the linear case, they are not equivalent when perspective reformulation is applied to strengthen the formulation of each single segment.
2023
Istituto di Analisi dei Sistemi ed Informatica ''Antonio Ruberti'' - IASI
Piecewise-convex MINLP problems
Perspective reformulation
Formulations comparison
Sequential convex MINLP technique
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/450923
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