A classic result of Lenstra [Math. Oper. Res. 1983] says that an integer linear program can be solved in fixed-parameter tractable (FPT) time for the parameterization by the number of variables. We extend this result by incorporating piecewise linear convex or concave functions to our (mixed) integer programs. This general technique allows us to analyze the parameterized complexity of a number of classic NP-hard computational problems. In particular, we prove that WEIGHTED SET MULTICOVER is in FPT when parameterized by the number of elements to cover, and that there exists an FPT-time approximation scheme for MULTISET MULTICOVER for the same parameter. Further, we use our general technique to prove that a number of problems from computational social choice (e.g., problems related to bribery and control in elections) are in FPT when parameterized by the number of candidates. For bribery, this resolves a nearly 10-year old family of open problems, and for weighted electoral control of Approval voting, this improves some previously known XP-memberships to FPT-memberships.