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This document presents new mixed integer linear programming formulations for modeling piecewise linear functions with indicator variables that turn the function on and off. The formulations are shown to have desirable theoretical properties like local ideality. They strengthen existing formulations using specialized ordered sets, the incremental model, and other approaches. Computational experiments on a practical application show the new formulations compute optimal solutions on average 40 times faster tha

Author

DAVID MORANTE

Language

EN