linearization

Problems with modeling
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erre_nebu
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linearization

Post by erre_nebu »

hi everyone,

is there a way to linearize a function with both piecewise linearization and SOS2 variables?

so for example X=[0:1:10]
anf f(X) is convex between 0 and 5 (piecewise) and non-convex between 5 and 10 (SOS2).

thx a lot
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Renger
Posts: 639
Joined: 7 years ago

Re: linearization

Post by Renger »

Hi

Perhaps you can find the solution here. Otherwise, search for "piecewise linearization gams" in Google and have a look at the other formulation.

Cheers
Renger
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Enjoy modeling even more: Read my blog on modeling at The lazy economist
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