[FlopCpp] Piece-Wise Linear Equation

[Tim Hultberg]

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<mailto:john.doe at eumetsat.int>
Web: www.eumetsat.int<http://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<mailto: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 <Tim.Hultberg at eumetsat.int>

cc

Subject

RE: Piece-Wise Linear EquationLink<Notes://mail02.in.abb.com/652573270052C371/DABA975B9FB113EB852564B5001283EA/C62B9C42D2F4CEB14825778A003F2B40>






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<mailto:rohitkumar.hc at in.abb.com>




Tim Hultberg <Tim.Hultberg at eumetsat.int>

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<mailto:john.doe at eumetsat.int>
Web: www.eumetsat.int<http://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<mailto:rohitkumar.hc at in.abb.com>



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