Decision Optimization

Decision Optimization

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  • 1.  Discontinuous Piece-wise Linear Function

    Posted 12/18/13 10:33 PM

    Originally posted by: QiuFeng


    Hi guys, 

             I'm trying to model a discontinuous piece-wise linear function. But I couldn't figure out. Take an simple example, function f of t is two pieces: when t is in [a, b), f(t) =0; when t is in [b, c], f(t)=1.

     

             How can I use binary variable to model this function? Note that the first piece is open ended.  I know CPLEX concert has a function can do a similar job, but not sure if it is what I want.  Any input is appreciated!
     
     
    Happy holiday!
     
     

    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Discontinuous Piece-wise Linear Function



  • 3.  Re: Discontinuous Piece-wise Linear Function

    Posted 12/19/13 10:58 AM

    Originally posted by: QiuFeng


    Thanks for the reference. I read that chapter but still couldn't my question. First, my case is a discontinuous case, second, I would like to have an explicit formulation with binary variables, not a ILO concert function.  


    #CPLEXOptimizers
    #DecisionOptimization


  • 4.  Re: Discontinuous Piece-wise Linear Function

    Posted 12/19/13 03:38 PM

     

    This is cross-posted to the math programming forum. I answered there.


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    #DecisionOptimization


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