Originally posted by: JDO

Hi everyone,

I'm trying to solve a program that a mathematical program that is linear and convex, except for a set of variables that I need the logarithm values of. I've tried to circumvent this issue by linearizing the logarithm functions via SOS2 constraints (as seen here).

However, doing so leads to an MIP that seems impossible to solve to integer feasibility (I have yet to find solutions regardless of the time limit). Anyone have suggestions of better ways to deal with concave functions such as the logarithm function?

Thanks,

JDO

Hi,

have you also looked at

https://www.ibm.com/developerworks/community/forums/html/topic?id=77777777-0000-0000-0000-000014779331

?

regards

Originally posted by: JDO

Hi Alex,

Thanks for the link. I haven't tried that yet. Is it only usable via C++? I'm currently working with API and would rather not switch programming languages.

Thanks,

JDO

Hi

PWL are available in C++, java, OPL and other APIs

regards

Originally posted by: JDO

Thanks Alex, I'll look into those.

Best,

JDO