GAMS World Forum • How to model a concave piecewise linear function

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How to model a concave piecewise linear function

Posted: Wed May 19, 2021 12:50 pm

by ersuhaib786

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

Re: How to model a concave piecewise linear function

Posted: Thu May 20, 2021 8:01 am

by bussieck

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