Related papers: Piecewise linear approximation for MILP leveraging…
In this paper we aim to construct piecewise-linear (PWL) approximations for functions of multiple variables and to build compact mixed-integer linear programming (MILP) formulations to represent the resulting PWL function. On the one hand,…
Piecewise regression is a versatile approach used in various disciplines to approximate complex functions from limited, potentially noisy data points. In control, piecewise regression is, e.g., used to approximate the optimal control law of…
We present novel mixed-integer programming (MIP) formulations for optimization over nonconvex piecewise linear functions. We exploit recent advances in the systematic construction of MIP formulations to derive new formulations for…
A sequential piecewise linear programming method is presented where bounded domains of non-convex functions are successively contracted about the solution of a piecewise linear program at each iteration of the algorithm. Although…
This paper addresses the problem of tightening the mixed-integer linear programming (MILP) formulation for continuous piecewise linear (CPWL) approximations of data sets in arbitrary dimensions. The MILP formulation leverages the…
Several techniques were proposed to model the Piecewise linear (PWL) functions, including convex combination, incremental and multiple choice methods. Although the incremental method was proved to be very efficient, the attention of the…
In this work, we develop an adaptive, multivariate partitioning algorithm for solving mixed-integer nonlinear programs (MINLP) with multi-linear terms to global optimality. This iterative algorithm primarily exploits the advantages of…
In this paper, we investigate a class of non-convex sum-of-ratios programs relevant to decision-making in key areas such as product assortment and pricing, and facility location and cost planning. These optimization problems, characterized…
PieceWise Affine (PWA) approximations for nonlinear functions have been extensively used for tractable, computationally efficient control of nonlinear systems. However, reaching a desired approximation accuracy without prior information…
This paper investigates the control of nonlinear systems using a piecewise linear approximation framework. The proposed approach combines a PID controller with locally linearized models obtained by partitioning the nonlinear function into…
The load pick-up (LPP) problem searches the optimal configuration of the electrical distribution system (EDS), aiming to minimize the power loss or provide maximum power to the load ends. The piecewise linearization (PWL) approximation…
Bayesian optimization relies on iteratively constructing and optimizing an acquisition function. The latter turns out to be a challenging, non-convex optimization problem itself. Despite the relative importance of this step, most algorithms…
A current trend in networking and cloud computing is to provide compute resources at widely dispersed places; this is exemplified by developments such as Network Function Virtualisation. This paves the way for wide-area service deployments…
Nonlinear expressions are often approximated by piecewise affine (PWA) functions to simplify analysis or reduce computational costs. To reduce computational complexity, multivariate functions can be represented as compositions of functions…
In this paper, we present a mixed-integer linear programming (MILP) formulation of a piecewise, polyhedral relaxation (PPR) of a multilinear term using its convex hull representation. Based on the solution of the PPR, we also present a MILP…
Infinite-horizon optimal control of constrained piecewise affine (PWA) systems has been approximately addressed by hybrid model predictive control (MPC), which, however, has computational limitations, both in offline design and online…
Piecewise-affine (PWA) systems are widely used for modeling and control of robotics problems including modeling contact dynamics. A common approach is to encode the control problem of the PWA system as a Mixed-Integer Convex Program (MICP),…
Our study is motivated by the solution of Mixed-Integer Non-Linear Programming (MINLP) problems with separable non-convex functions via the Sequential Convex MINLP technique, an iterative method whose main characteristic is that of solving,…
Approximate dynamic programming (ADP) faces challenges in dealing with constraints in control problems. Model predictive control (MPC) is, in comparison, well-known for its accommodation of constraints and stability guarantees, although its…
We propose a new algorithm for solving multistage stochastic mixed integer linear programming (MILP) problems with complete continuous recourse. In a similar way to cutting plane methods, we construct nonlinear Lipschitz cuts to build lower…