Branch-and-cut for piecewise linear optimization

Abstract

In this research we report and analyze the results of our extensive testing of branch-and- cut for piecewise linear optimization using the cutting planes. We tested large instances for transshipment problem using MIP, LOG and SOS2 formulations. Besides analysis of the performance of the cuts, we also analyze the effect of formulation of the performance of branch-and-cut. These tests were conducted using callable libraries of CPLEX and GUROBI. Finally, we also analyzed the results of piecewise linear optimization problems with semi- continuous constraints.