An effective linear approximation method for separable programming problems (Q1036545)

The author introduces a piecewise linearization method to solve separable programs. Here, instead of the usual \(m\) binary variables, \(\lceil \log_2(m-1) \rceil\) variables are used to linearize the concave functions. This is of interest for decreasing the runtime of the optimization procedure for big problems with large \(m\). Examples are given that are solved numerically to accentuate the improvements achieved with the method.