I think this should be OK. The only caution is to ensure that the cost curve is always convex. Also, I'm not sure what functions you are using to compute the costs, but if you use something like totcost.m, it does require that a piecewise linear cost is specified by a set of points whose first coordinate (x axis) is strictly increasing (i.e. in your case -60 200 -40 120 -20 60 0 0 20 50 40 100 60 150).
-- Ray Zimmerman Senior Research Associate 211 Warren Hall, Cornell University, Ithaca, NY 14853 phone: (607) 255-9645 On Jun 1, 2011, at 3:35 PM, <[email protected]> <[email protected]> wrote: > 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 > > >
