How to model a concave piecewise linear function

Problems with modeling
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ersuhaib786
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How to model a concave piecewise linear function

Post by ersuhaib786 » 2 months ago

IMG_20210505_115729.jpg
How can i model my equation 8 (which is piecewise linear function) in to milp.

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bussieck
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Re: How to model a concave piecewise linear function

Post by bussieck » 2 months ago

Check e.g. the book by HP Williams https://www.wiley.com/en-us/Model+Build ... 1118443330 and check GAMS Model Library example https://www.gams.com/latest/gamslib_ml/ ... nspwl.html.

-Michael

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