Yue Xiao
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Latest activity by Yue Xiao-
Yue Xiao commented,
Update: Since the piecewise linear function is convex in my case, I have solved the problem by treating the piecewise linear term as a minimax problem. This is done by introducing an auxiliary vari...
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Yue Xiao created a post,
Benders optimality cut for a LP subproblem with piecewise linear objective
OngoingHello everyone, I am solving a LP model using Benders decomposition. The subproblem is a LP with piecewise linear objective. I am a bit puzzled at what the objective function of the dual of the sub...