Home > Research > Publications & Outputs > Biperspective functions for mixed-integer fract...

Electronic data

  • biperspective

    Accepted author manuscript, 334 KB, PDF document

    Available under license: CC BY: Creative Commons Attribution 4.0 International License


Text available via DOI:

View graph of relations

Biperspective functions for mixed-integer fractional programs with indicator variables

Research output: Contribution to Journal/MagazineJournal articlepeer-review

<mark>Journal publication date</mark>30/11/2021
<mark>Journal</mark>Mathematical Programming
Issue number1-2
Number of pages17
Pages (from-to)39-55
Publication StatusPublished
Early online date30/05/20
<mark>Original language</mark>English


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.