Piecewise linearization of bivariate nonlinear functions: minimizing the number of pieces under a bounded approximation error
Aloïs Duguet  1@  , Sandra Ulrich Ngueveu  2@  
1 : LAAS-CNRS, Toulouse INP, Université fédérale de Toulouse
LAAS-CNRS, Université de Toulouse, Institut National Polytechnique de Toulouse - INPT
2 : LAAS-CNRS, Toulouse INP, Université de Toulouse
LAAS-CNRS, Université de Toulouse, Institut National Polytechnique de Toulouse - INPT

This work focuses on the approximation of bivariate functions into piecewise linear ones with a minimal number of pieces and under a bounded approximation error. Applications include the approximation of mixed integer nonlinear optimization problems into mixed integer linear ones that are in general easier to solve. A framework to build dedicated linearization algorithms is introduced, and a comparison to the state of the art heuristics shows their efficiency.


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