Originally posted by: SystemAdmin

Hello :)

I have a complex objective function where the final expression is created by the linear aggregation of expressions in the model. That is, lets assume following simplified objective function:
F = e1 + e2 +... where

e1 = x1+x2+...+xi
e2 = min(xj,xk,e') e': could be another linear expression in the model
.
.
Some parts of the objective function expression includes min/max. I'm wondering if anybody can shed some lights for expression aggregation since there is no way to cast IloNumExpr to IloLinearNumExpr.
I'm grateful for some help on this topic.
#DecisionOptimization
#OPLusingCPLEXOptimizer