Claudia D’Ambrosio: On Perspective Formulations for Piecewise Convex Problems

Date: 2023-07-04

Time: 17:30 - 18:00

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Claudia D’Ambrosio, CNRS & Ecole Polytechnique


Our study aims to generalize mathematical formulations for Piecewise Linear functions to Piecewise Convex functions, when they appears as part of mathematical optimization problems. In this talk, we compare different formulations and show that their continuous relaxations are not equivalent when perspective reformulation is applied to strengthen the formulation of each single segment where the function is convex. Computational results on some classes of piecewise convex problems are presented.