Questions Tagged With functionhttp://www.or-exchange.com/tags/function/?type=rssquestions tagged <span class="tag">function</span>enFri, 26 Aug 2016 17:01:01 -0400Linearization of constraints described as convex functionshttp://www.or-exchange.com/questions/14143/linearization-of-constraints-described-as-convex-functions<p>I have a problem with constraints of the form yi = fi(x), where x and yi are variables, and f_i are nonlinear functions. </p>
<p>Our approach consists of linearizing the function fi and using SOS2 constraints to model the resulting piecewise linear functions.</p>
<p>Q1: a few of the functions fi are actually convex. Is there a different way of handling the constraint than the one described above that would exploit the convexity property? Or is there maybe some strategies that can used at optimization time?</p>
<p>Q2: say that all the fi are convex (Scenario 1) or nonconvex (Scenario 2)? Should I expect a difference in terms of resolution time? In other words, when modelling with SOS2 constraints, does the property of the fi matter?</p>
<p>Thanks</p>
<p>Alexis</p>aguigueFri, 26 Aug 2016 17:01:01 -0400http://www.or-exchange.com/questions/14143/linearization-of-constraints-described-as-convex-functionslinearizationfunctionconvexsos2constraintsEliminate the max function with more than two variableshttp://www.or-exchange.com/questions/12264/eliminate-the-max-function-with-more-than-two-variables<p>Dear all,</p>
<p>My problem would be very similar to the one in this post: <a href="https://www.or-exchange.org/questions/4376/a-hack-to-eliminate-the-max-function-in-the-constraint-set.">https://www.or-exchange.org/questions/4376/a-hack-to-eliminate-the-max-function-in-the-constraint-set.</a> The main difference is the max constraint having n (>2) variables, i.e. y_i = max{x_ik} k = 1,...,n. Is it possible to reformulate it in the form of mixed-integer programming as for 2 variables in the post? Many thanks!</p>Canh_LeMon, 18 May 2015 09:19:37 -0400http://www.or-exchange.com/questions/12264/eliminate-the-max-function-with-more-than-two-variablesfunctionmaxmixed-integer-programmingconstraintComposite piecewise functions?http://www.or-exchange.com/questions/9489/composite-piecewise-functions<p>Hi all,</p>
<p>I have a simple, but tricky problem.
Please let me know if anyone knows the answer of below problem.</p>
<p>V(t) = 0, if 0<= t < 300,
-1000, if t >= 300.</p>
<p>g(t) = -0.25t + 60, if 0 <= t < 100,
35, if t >= 100.</p>
<p>Then, what is V(t + g(t)) = ?
(where t is a time variable, so t >= 0)</p>
<p>I don't know the exact way of composition of two piecewise functions in this case.
(ranges are different)</p>
<p>Thank you.</p>GitaeWed, 09 Apr 2014 22:12:26 -0400http://www.or-exchange.com/questions/9489/composite-piecewise-functionsfunction