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

Links

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

Published

Standard

Biperspective functions for mixed-integer fractional programs with indicator variables. / Letchford, Adam; Ni, Qiang; Zhong, Zhaoyu.

In: Mathematical Programming, Vol. 190, No. 1-2, 30.11.2021, p. 39-55.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Harvard

APA

Vancouver

Author

Bibtex

@article{a7ef167a2aab49e7adf80991486b19d9,
title = "Biperspective functions for mixed-integer fractional programs with indicator variables",
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.",
keywords = "mixed-integer nonlinear programming, mobile wireless communications, OFDMA systems",
author = "Adam Letchford and Qiang Ni and Zhaoyu Zhong",
year = "2021",
month = nov,
day = "30",
doi = "10.1007/s10107-020-01519-9",
language = "English",
volume = "190",
pages = "39--55",
journal = "Mathematical Programming",
issn = "0025-5610",
publisher = "Springer-Verlag GmbH and Co. KG",
number = "1-2",

}

RIS

TY - JOUR

T1 - Biperspective functions for mixed-integer fractional programs with indicator variables

AU - Letchford, Adam

AU - Ni, Qiang

AU - Zhong, Zhaoyu

PY - 2021/11/30

Y1 - 2021/11/30

N2 - 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.

AB - 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.

KW - mixed-integer nonlinear programming

KW - mobile wireless communications

KW - OFDMA systems

U2 - 10.1007/s10107-020-01519-9

DO - 10.1007/s10107-020-01519-9

M3 - Journal article

VL - 190

SP - 39

EP - 55

JO - Mathematical Programming

JF - Mathematical Programming

SN - 0025-5610

IS - 1-2

ER -