MINLP formulations for continuous piecewise linear function fitting

We consider a nonconvex mixed-integer nonlinear programming (MINLP) model proposed by Goldberg et al. (Comput Optim Appl 58:523–541, 2014. https://doi.org/10.1007/s10589-014-9647-y) for piecewise linear function fitting. We show that this MINLP model is incomplete and can result in a piecewise linea...

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Veröffentlicht in:	Computational optimization and applications 2021-05, Vol.79 (1), p.223-233
Hauptverfasser:	Goldberg, Noam, Rebennack, Steffen, Kim, Youngdae, Krasko, Vitaliy, Leyffer, Sven
Format:	Artikel
Sprache:	eng
Schlagworte:	Branch-and-bound Continuity (mathematics) Convex and Discrete Geometry Linear functions Linear spline regression Management Science Mathematics Mathematics and Statistics Mixed integer Mixed-integer nonlinear program Nonlinear programming Operations Research Operations Research/Decision Theory Optimization Reformulation Statistics
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