Thank Professor Zimmerman for your idea. I have resolved this problem with another idea. I created a two variables: Flow in the line (F) and a auxiliary for piecewise linear cost (z). The F variable has limits negatives, i.e., -Fmin<=F<=+Fmax and besides F can have any direction. On the other hand the z variable can have only cost positive for any flow direction, i.e. line costs are ordered as follows: (-20 60 -40 120 -60 200 0 0 20 50 40 100 60 150)
Bloqs From 1 To 2 (Capacity=45MW) 20 MW 50 $ 40 MW 100 $ 60 MW 150 $ Bloqs From 1 To 2 (Capacity=45MW) -20 MW 60 $ -40 MW 120 $ -60 MW 200 $ What is your opinion about my idea?. So far the idea works very well, but I am not sure about the convergence the problem, when there are a lot of cost. Best Regards, Santiago Chamba
