From hc.rohi at gmail.com Sun Aug 29 22:59:38 2010 From: hc.rohi at gmail.com (Rohith Kumar.H.C) Date: Mon, 30 Aug 2010 08:29:38 +0530 Subject: [FlopCpp] Piece-Wise Linear Objective Function Message-ID: Hello, I am trying to represent an non-linear objective function with the help of a piece-wise linear objective function in FLOP C++. An example in this regard will be greatly appreciated. Regards Rohith -------------- next part -------------- An HTML attachment was scrubbed... URL: http://list.coin-or.org/pipermail/flopcpp/attachments/20100830/073e4bb4/attachment.html From Tim.Hultberg at eumetsat.int Mon Aug 30 10:59:33 2010 From: Tim.Hultberg at eumetsat.int (Tim Hultberg) Date: Mon, 30 Aug 2010 16:59:33 +0200 Subject: [FlopCpp] Piece-Wise Linear Equation In-Reply-To: References: Message-ID: <50D4E2B6A9B7A742B23020B4DA3B3DD2014F44B1F575@EXW10.eum.root.eumetsat.int> Dear Rothikumar, Often the formulation of a piece-wise linear objective function is easy ? see for example the attached. In other cases (obj function not convex), additional binary variables are needed. In any case you have to transform your model to a linear model and then express it in flopc++ (there is (not yet) any specific language support for this). Hope this helps, Tim Tim Hultberg Product Implementation Expert Meteorological Operations Division EUMETSAT Eumetsat-Allee 1 64295 Darmstadt Germany Tel: +49 6151 807 7349 Fax: +49 6151 807 304 E-mail: tim.hultberg at eumetsat.int Web: www.eumetsat.int From: Rohitkumar HC [mailto:rohitkumar.hc at in.abb.com] Sent: Monday, August 30, 2010 12:19 PM To: Tim Hultberg Subject: Fw: Piece-Wise Linear Equation Dear Tim, I am looking forward for your response. Just to make things more clearer the piece-wise linear objective function model in our case is similar to Transportation Problem existing in the AMPL Book at Chapter-17 (Fig 17-3a). I would greatly appreciate your help. Regards, [cid:image001.gif at 01CB4864.B831EC00] Rohitkumar HC ABB Global Industries and Services Limited Whitefield Road 560048, Bangalore, Karnataka, INDIA Phone: +91 80 42069898 Mobile: +91 9731562938 email: rohitkumar.hc at in.abb.com ----- Forwarded by Rohitkumar HC/BAN/INABB/ABB on 08/30/2010 03:44 PM ----- Rohitkumar HC/BAN/INABB/ABB Phone: +91 80 42069898 , Mobile: +91 9731562938 08/27/2010 02:28 PM To Tim Hultberg cc Subject RE: Piece-Wise Linear EquationLink Hi Tim, I am continuing to work on building a piecewise linear function. Just to let you know we have an Non-Linear Cost term in the objective function which is modelled in the form of a piecewise linear function. What is the best way to handle such a case, i.e. is it better to write a separate method to return the total cost value or would it be possible somehow to use the existing capabilities of FLOP C++ to perform this. My choice would be the later option. However, I am unable to find enough help to model this case. Kindly let me know if it possible to model this case using the existing FLOP C++ capabilities. Regarding the mimax example which you have specified in your previous mail, I was unable to find it. So please let me know where is this example available. Regards, [cid:image001.gif at 01CB4864.B831EC00] Rohitkumar HC ABB Global Industries and Services Limited Whitefield Road 560048, Bangalore, Karnataka, INDIA Phone: +91 80 42069898 Mobile: +91 9731562938 email: rohitkumar.hc at in.abb.com Tim Hultberg 08/25/2010 04:59 PM To Rohitkumar HC/BAN/INABB/ABB at ABB cc Subject RE: Piece-Wise Linear Equation There is no special language construct for piecewise linear programming, but of course you can formulate such problems with flopcpp. It is also possible to make a method which 'automatically' adds such constraints, similarly to the minmax objective example. Regards, Tim Hultberg Tim Hultberg Product Implementation Expert Meteorological Operations Division EUMETSAT Eumetsat-Allee 1 64295 Darmstadt Germany Tel: +49 6151 807 7349 Fax: +49 6151 807 304 E-mail: tim.hultberg at eumetsat.int Web: www.eumetsat.int From: Rohitkumar HC [mailto:rohitkumar.hc at in.abb.com] Sent: Wednesday, August 25, 2010 11:58 AM To: Tim Hultberg Subject: Piece-Wise Linear Equation Dear Tim, Thanks for your response on Memory leaks in FLOP C++. We wish to know if there is any way to represent the Piece-Wise linear equation in FLOP C++ similar to AMPL. If we can have an example it would be greatly appreciated. Regards, [cid:image001.gif at 01CB4864.B831EC00] Rohitkumar HC ABB Global Industries and Services Limited Whitefield Road 560048, Bangalore, Karnataka, INDIA Phone: +91 80 42069898 Mobile: +91 9731562938 email: rohitkumar.hc at in.abb.com -------------- next part -------------- An HTML attachment was scrubbed... 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