[Couenne] Piecewise Nonlinear objective function

[Mahmut Tutam]

Great, thank you for your quick response. I am really grateful for your
help.

Sincerely,
Mahmut

On Thu, Mar 8, 2018 at 2:19 AM, Pietro Belotti <petr.7b6 at gmail.com> wrote:

> Hi Mahmut,
>
> you can use binary variables to define a conditional expression.
> Assuming you have three functions f1, f2, f3 all depending on x, define
> three binaries b1,b2,b3. Suppose these functions are defined for -M<=x<=l,
> l<=x<=u, u<=x<=M respectively, where M is a large number.
> Then you need to ensure b1=1 if and only if x<=l, b2=1 if and only if
> l<=x<=u, and b3=1 if and only if x>=u.This can be done with linear
> constraints.
> The resulting expression will be b1*f1(x) + b2*f2(x) + b2*f3(x).
>
> Pietro
>
> On Tue, Mar 6, 2018 at 3:47 PM, Mahmut Tutam <mtutam at email.uark.edu>
> wrote:
>
>> Hello,
>>
>> I am using couenne to solve my research project. The objective function
>> is a piecewise nonlinear function and conditions of the objective function
>> depend on variables. If conditions depended on paramaters, I could be able
>> to solve this problem because AMPL has already posted some examples for
>> piecewise linear functions. Does anyone have any idea how to solve my
>> problem by using couenne? Below is my objective function having variables
>> W1, W2 and W3.
>>
>>
>>
>>
>> Sincerely,
>> Mahmut
>>
>
>
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