Hi,I need to transform a Piecewise Linear Functions in a Convex Predicate. In attachment there is a tex file with the function and my transformation in a convex predicate. Using that convex predicate in a milp, the milp does not found solution. So in attachment there is my .c file with the function that create the MILP and an output with a milp with random valute. The function in the examples is repeated two times, but it does not matter.
I don't know where is my mistake. It's impossible for me find it. Thank you for your help. Cheers Simone
Piecewise-Linear-Functions.tex
Description: Binary data
function.c
Description: Binary data
Maximize obj: 0.5 Z.1 + 0.5 Z.2 Subject To r.1: + 5.6 U.1 -1 Z.1 + 72.8 Y.1.1 <= 56 r.2: -5.6 U.1 + 1 Z.1 -15.8 Y.1.1 <= 1 r.3: + 1 U.1 + 10 Q.1 <= 10 r.4: -1 U.1 + 1 Q.2 <= 0 r.5: - 1 Q.1 - 1 Q.2 - 1 Y.1.1 <= -1 r.6: + 5.6 U.1 -1 Z.1 + 72.8 Y.1.2 <= 56 r.7: -5.6 U.1 + 1 Z.1 -15.8 Y.1.2 <= 1 r.8: + 1 U.1 + 9 Q.3 <= 10 r.9: -1 U.1 + 2 Q.4 <= 0 r.10: - Q.3 - Q.4 - Y.1.2 <= -1 r.11: + 5.6 U.1 -1 Z.1 + 72.8 Y.1.3 <= 56 r.12: -5.6 U.1 + 1 Z.1 -15.8 Y.1.3 <= 1 r.13: -8 Y.1.3 + 1 U.1 <= 2 r.14: + 11.2 U.1 -1 Z.2 + 128.8 Y.1.1 <= 112 r.15: -11.2 U.1 + 1 Z.2 -15.8 Y.1.1 <= 1 r.16: + 1 U.1 + 10 Q.1 <= 10 r.17: -1 U.1 + 1 Q.2 <= 0 r.18: - 1 Q.1 - 1 Q.2 - 1 Y.1.1 <= -1 r.19: + 0 U.1 -1 Z.2 + 28 Y.1.2 <= 0 r.20: + 0 U.1 + 1 Z.2 -27 Y.1.2 <= 1 r.21: + 1 U.1 + 9 Q.3 <= 10 r.22: -1 U.1 + 2 Q.4 <= 0 r.23: - Q.3 - Q.4 - Y.1.2 <= -1 r.24: + 5.6 U.1 -1 Z.2 + 72.8 Y.1.3 <= 56 r.25: -5.6 U.1 + 1 Z.2 -15.8 Y.1.3 <= 1 r.26: -8 Y.1.3 + 1 U.1 <= 2 r.27: Y.1.1 + Y.1.2 + Y.1.3 = 1 Bounds 0 <= Z.1 <= 1 0 <= Z.2 <= 1 0 <= U.1 <= 10 0 <= Y.1.1 <= 1 0 <= Q.1 <= 1 0 <= Q.2 <= 1 0 <= Y.1.2 <= 1 0 <= Q.3 <= 1 0 <= Q.4 <= 1 0 <= Y.1.3 <= 1 Generals Z.1 Z.2 U.1 Integer Y.1.1 Y.1.2 Y.1.3 Q.1 Q.2 Q.3 Q.4 End
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