<html xmlns:v="urn:schemas-microsoft-com:vml" xmlns:o="urn:schemas-microsoft-com:office:office" xmlns:w="urn:schemas-microsoft-com:office:word" xmlns:m="http://schemas.microsoft.com/office/2004/12/omml" xmlns="http://www.w3.org/TR/REC-html40"><head><meta http-equiv=Content-Type content="text/html; charset=us-ascii"><meta name=Generator content="Microsoft Word 15 (filtered medium)"><style><!--
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</o:shapelayout></xml><![endif]--></head><body lang=EN-US link="#0563C1" vlink="#954F72"><div class=WordSection1><p class=MsoNormal>I am modeling a simple piecewise linear problem with an sos2:<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>MINIMIZE<o:p></o:p></p><p class=MsoNormal>sol<o:p></o:p></p><p class=MsoNormal>SUBJECT TO<o:p></o:p></p><p class=MsoNormal>-sol + 32000 L1 +0 L2 + 0 L3 = 0<o:p></o:p></p><p class=MsoNormal>-x +0 L1 +32000 L2 + 1E8 L3 = 0<o:p></o:p></p><p class=MsoNormal>L1 + L2 + L3 = 1<o:p></o:p></p><p class=MsoNormal>BOUNDS<o:p></o:p></p><p class=MsoNormal>x = 50000<o:p></o:p></p><p class=MsoNormal>SOS<o:p></o:p></p><p class=MsoNormal>set1: S2:: L1:2 L2:3 L3:4<o:p></o:p></p><p class=MsoNormal>END<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>With the upper bound for x set at 1e8 and preprocess on, this comes up proven infeasible.<o:p></o:p></p><p class=MsoNormal>With the upper bound for x set at 1e 8 and preprocess off, this comes up with an optimum.<o:p></o:p></p><p class=MsoNormal>With the upper bound for x set at 1e 10 and preprocess off, this comes up with an optimum.<o:p></o:p></p><p class=MsoNormal>With the upper bound for x set at 1e 11 and preprocess off, this comes up proven infeasible.<o:p></o:p></p><p class=MsoNormal>With the upper bound for x set at 1e7 and preprocess on or off, this comes up with an optimum.<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>1e7 seems a little small, particularly if coefficients are O(1e5). I can work with 1e10, but I believe I would miss having preprocess. I would happily apply any fix that allowed me to slacken these constraints.<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>My larger difficulty is that I don’t know how to model the “preslope” and “postslope” attributes as does cplex in their PWL section (lp format here):<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal style='background:#ECECEC;vertical-align:baseline'><span style='font-size:10.0pt;font-family:"DejaVu Sans Mono";color:#323232;border:none windowtext 1.0pt;padding:0in'>pwl1: y = x 0.5 (0, 0) (1, 1) (2, 4) 2.0 </span><span style='font-size:9.0pt;font-family:"DejaVu Sans Mono";color:#323232'><o:p></o:p></span></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>My present problem occurs when I try to model postslope with an arbitrarily large bound. If there was a clever way to do this without the big bound, then all my problems would disappear and all my dreams would come true.<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>Thanks for listening<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>jkh<o:p></o:p></p></div></body></html>