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
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
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