[Bonmin] How to linearize the objective function
G Chandramouli
gcmouli1 at gmail.com
Thu Mar 12 00:23:26 EDT 2015
Hello all,
I am trying to generate some cuts for convex MINLP problem
. I am using C++ interface. My problem is of the form:
Min f(x)
st. g(x)<=0.
For a nonlinear objective, I want the problem to be transformed into :
Min \eta
st. f(x) <= \eta
g(x)<=0
and then add some cuts and solve it via branch and bound algorithm. My
approach so far is :
BonminAmplSet bonmin;
bonmin.initialize(argv);
OsiTMINLPInterface& nlpSolver =*bonmin.nonlinearSolver();
I need to solve some NLP problems to generate cuts, which requires
intialSolve() and resolve() functions. So I am using that
nonlinearSolver() thing.
Can you please tell me how to change the objective in current framework or
suggest an alternative.
Thanks,
Mouli
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