The enumeration PWLFormulation defines symbolic
constants that represent various ways of representing piecewise linear
expressions in a MIP. Which of these ways to use is controlled
by the method setPWLFormulation.
All of these formulations have the same theoretical strength.
However, in practice, the effectiveness for solving a particular model
may vary dramatically, depending on the formulation being used. These
are the various formulations:
- Disjunctive, the default,
represents a tight formulation of the logical disjunction underlying the
function that is being made piecewise linear.
- LambdaSOS
represents a transformation of a piecewise linear expression in which
a variable is created for each breakpoint, and a special ordered set of
type 2 (SOS2) is added for those variables.
- LambdaBin
represents a transformation of a piecewise linear expression similar to
LambdaSOS in which, however, the SOS2 constraint
is replaced by a set of linear constraints defined over additional
binary variables.
- Delta
indicates a cumulative formulation.