Academic Journal

Building Formulations for Piecewise Linear Relaxations of Nonlinear Functions.

Bibliographic Details
Title: Building Formulations for Piecewise Linear Relaxations of Nonlinear Functions.
Authors: Lyu, Bochuan1 (AUTHOR) bochuan.lyu@gmail.com, Hicks, Illya V.1 (AUTHOR) ivhicks@rice.edu, Huchette, Joey2 (AUTHOR) jhuchette@google.com
Source: Operations Research. Jan/Feb2026, Vol. 74 Issue 1, p484-499. 16p.
Subject Terms: *Empirical research, Mixed integer linear programming, Nonlinear functions, Piecewise linear approximation, Mathematical bounds, Combinatorial optimization, Substructuring techniques
Abstract: We study mixed-integer programming formulations for the piecewise linear lower and upper bounds (in other words, piecewise linear relaxations) of nonlinear functions that can be modeled by a new class of combinatorial disjunctive constraints (CDCs), generalized nD-ordered CDCs. We first introduce a general formulation technique to model piecewise linear lower and upper bounds of univariate nonlinear functions concurrently so that it uses fewer binary variables than modeling bounds separately. Next, we propose logarithmically sized ideal nonextended formulations to model the piecewise linear relaxations of univariate and higher-dimensional nonlinear functions under the CDC and independent branching frameworks. We also perform computational experiments for the approaches modeling the piecewise linear relaxations of nonlinear functions and show significant speed-ups of our proposed formulations. Furthermore, we demonstrate that piecewise linear relaxations can provide strong dual bounds of the original problems with less computational time by an order of magnitude. [ABSTRACT FROM AUTHOR]
Copyright of Operations Research is the property of INFORMS: Institute for Operations Research & the Management Sciences and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
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  Data: Building Formulations for Piecewise Linear Relaxations of Nonlinear Functions.
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  Data: <searchLink fieldCode="AR" term="%22Lyu%2C+Bochuan%22">Lyu, Bochuan</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> bochuan.lyu@gmail.com</i><br /><searchLink fieldCode="AR" term="%22Hicks%2C+Illya+V%2E%22">Hicks, Illya V.</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> ivhicks@rice.edu</i><br /><searchLink fieldCode="AR" term="%22Huchette%2C+Joey%22">Huchette, Joey</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> jhuchette@google.com</i>
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  Data: <searchLink fieldCode="JN" term="%22Operations+Research%22">Operations Research</searchLink>. Jan/Feb2026, Vol. 74 Issue 1, p484-499. 16p.
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  Data: *<searchLink fieldCode="DE" term="%22Empirical+research%22">Empirical research</searchLink><br /><searchLink fieldCode="DE" term="%22Mixed+integer+linear+programming%22">Mixed integer linear programming</searchLink><br /><searchLink fieldCode="DE" term="%22Nonlinear+functions%22">Nonlinear functions</searchLink><br /><searchLink fieldCode="DE" term="%22Piecewise+linear+approximation%22">Piecewise linear approximation</searchLink><br /><searchLink fieldCode="DE" term="%22Mathematical+bounds%22">Mathematical bounds</searchLink><br /><searchLink fieldCode="DE" term="%22Combinatorial+optimization%22">Combinatorial optimization</searchLink><br /><searchLink fieldCode="DE" term="%22Substructuring+techniques%22">Substructuring techniques</searchLink>
– Name: Abstract
  Label: Abstract
  Group: Ab
  Data: We study mixed-integer programming formulations for the piecewise linear lower and upper bounds (in other words, piecewise linear relaxations) of nonlinear functions that can be modeled by a new class of combinatorial disjunctive constraints (CDCs), generalized nD-ordered CDCs. We first introduce a general formulation technique to model piecewise linear lower and upper bounds of univariate nonlinear functions concurrently so that it uses fewer binary variables than modeling bounds separately. Next, we propose logarithmically sized ideal nonextended formulations to model the piecewise linear relaxations of univariate and higher-dimensional nonlinear functions under the CDC and independent branching frameworks. We also perform computational experiments for the approaches modeling the piecewise linear relaxations of nonlinear functions and show significant speed-ups of our proposed formulations. Furthermore, we demonstrate that piecewise linear relaxations can provide strong dual bounds of the original problems with less computational time by an order of magnitude. [ABSTRACT FROM AUTHOR]
– Name: AbstractSuppliedCopyright
  Label:
  Group: Ab
  Data: <i>Copyright of Operations Research is the property of INFORMS: Institute for Operations Research & the Management Sciences and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract.</i> (Copyright applies to all Abstracts.)
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RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1287/opre.2023.0187
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 16
        StartPage: 484
    Subjects:
      – SubjectFull: Empirical research
        Type: general
      – SubjectFull: Mixed integer linear programming
        Type: general
      – SubjectFull: Nonlinear functions
        Type: general
      – SubjectFull: Piecewise linear approximation
        Type: general
      – SubjectFull: Mathematical bounds
        Type: general
      – SubjectFull: Combinatorial optimization
        Type: general
      – SubjectFull: Substructuring techniques
        Type: general
    Titles:
      – TitleFull: Building Formulations for Piecewise Linear Relaxations of Nonlinear Functions.
        Type: main
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    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Lyu, Bochuan
      – PersonEntity:
          Name:
            NameFull: Hicks, Illya V.
      – PersonEntity:
          Name:
            NameFull: Huchette, Joey
    IsPartOfRelationships:
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          Dates:
            – D: 01
              M: 01
              Text: Jan/Feb2026
              Type: published
              Y: 2026
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              Value: 0030364X
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              Value: 74
            – Type: issue
              Value: 1
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            – TitleFull: Operations Research
              Type: main
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