Hi I am wondering if there is a way to linearize y=exp(x) where x is a continuous variable? I know Taylor series would give a polynomial approximation which is not linear


asked 01 Mar '13, 15:50

hesam%20eivazy's gravatar image

hesam eivazy
accept rate: 0%

In general, there is no exact linearization for exp(x), or any general continuous nonlinear function for that matter.

However, you can approximate it by:

  1. Using piecewise-linear segments in the domain of interest (this can be effective if the domain of x is small)
  2. A secant line, if the domain of interest is really small, and you are wiling to tolerate a reasonable amount of error.

If the above options are inappropriate for your problem, you may want to consider either finding an alternative formulation that does not call for the use of exp(x), or solve your problem as a nonlinear program (if it's a purely continuous problem).

If it contains integer variables, you may want to solve it as an MINLP (though this is rarely advisable except for fairly small problems with very few binary variables).


answered 01 Mar '13, 17:59

Gilead's gravatar image

Gilead ♦
accept rate: 15%

edited 01 Mar '13, 18:07

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Asked: 01 Mar '13, 15:50

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Last updated: 01 Mar '13, 18:07

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