linearization of power function

Problems with syntax of GAMS
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Rofice
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linearization of power function

Post by Rofice » 4 months ago

Hi,
I am facing problem in linearizing the below non-separable function. Any suggestions for linearization of the con_1 ??

Best Regards,
Rofice

variable
c ;
positive Variable
x,y;
integer variable
z;

equation
con_1,con_2;

con_1.. x =e= y**z;
con_2.. c =e= 3*x ;

y.up = 3;
z.lo = 1;
z.up = 4;

model m /all/
solve m maximizing c using mip;

Manassaldi
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Location: Rosario - Argentina

Re: linearization of power function

Post by Manassaldi » 4 months ago

I think you should linearize the 4 possibilities and then using a binary variable to select one.
four possibilities: y^1 (linear) y^2 (non linear and convex) y^3 (non linear and convex) and y^4 (non linear and convex)
bye

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