Biperspective functions for mixed-integer fractional programs with indicator variables

Letchford, Adam and Ni, Qiang and Zhong, Zhaoyu (2020) Biperspective functions for mixed-integer fractional programs with indicator variables. Mathematical Programming. ISSN 0025-5610

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Abstract

Perspective functions have long been used to convert fractional programs into convex programs. More recently, they have been used to form tight relaxations of mixed-integer nonlinear programs with so-called indicator variables. Motivated by a practical application (maximising energy efficiency in an OFDMA system), we consider problems that have a fractional objective and indicator variables simultaneously. To obtain a tight relaxation of such problems, one must consider what we call a “bi-perspective” (Bi-P) function. An analysis of Bi-P functions leads to the derivation of a new kind of cutting planes, which we call “Bi-P-cuts”. Computational results indicate that Bi-P-cuts typically close a substantial proportion of the integrality gap.

Item Type:
Journal Article
Journal or Publication Title:
Mathematical Programming
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2600
Subjects:
ID Code:
143724
Deposited By:
Deposited On:
01 May 2020 13:40
Refereed?:
Yes
Published?:
Published
Last Modified:
26 Sep 2020 06:30