5.2 Separable Programming

A separable function is a function that can be expressed as the sum of functions of a single variable. (Williams 2013)

The importance of separable functions in a mathematical programming model lies in the fact that they can be approximated to by piecewise linear functions. It is then possible to use separable programming to obtain a global optimum to a convex problem or possibly only a local optimum for a non-convex problem. (Williams 2013)

References

Williams, H Paul. 2013. Model Building in Mathematical Programming. John Wiley & Sons.