Using Piecewise Linear Functions for Solving MINLPs

Abstract

This paper provides a survey of recent progress and software for solving convex Mixed Integer Nonlinear Programs (MINLP)s, where the objective and constraints are defined by convex functions and integrality restrictions are imposed on a subset of the decision variables. Convex MINLPs have received sustained attention in recent years. By exploiting analogies to well-known techniques for solving Mixed Integer Linear Programs and incorporating these techniques into software, significant improvements have been made in the ability to solve these problems.