Rovatti, Riccardo; D’Ambrosio, Claudia; Lodi, Andrea; … - In: European Journal of Operational Research 239 (2014) 1, pp. 32-45
We present a new piecewise linear approximation of non-linear optimization problems. It can be seen as a variant of classical triangulations that leaves more degrees of freedom to define any point as a convex combination of the samples. For example, in the traditional Union Jack approach a...