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problem.addPwlCons

Purpose
Adds one or more piecewise linear constraints to the problem. Each piecewise linear constraint y = f(x) consists of an (input) column x, a (different) resultant (output column) y and a piecewise linear function f. The piecewise linear function f is described by at least two breakpoints, which are given as combinations of x- and y-values. Discontinuous piecewise linear functions are supported, in this case both the left and right limit at a given point need to be entered as breakpoints. To differentiate between left and right limit, the breakpoints need to be given as a list with non-decreasing x-values.
Topic areas
Problem Creation, Piecewise Linear and General Constraints
Synopsis
problem.addPwlCons(colind, resultant, start, xval, yval)
Arguments
colind 
Integer array containing the indices of the input variables x of the piecewise linear functions.
resultant 
Integer array containing the indices of the output variables y of the piecewise linear functions.
start 
Integer array containing the start index of each piecewise linear constraint in the xval and yval arrays.
xval 
Double array containing the x-values of the breakpoints.
yval 
Double array containing the y-values of the breakpoints.
Related controls
Integer
PWLDUALREDUCTIONS 
Controls whether dual reductions may be applied to reduce the number of added variables and constraints.

Further information
1. Piecewise linear constraints must be set up before solving the problem. They are converted to additional linear constraints, continuous variables and SOS2 constraints, with the exact formulation and number of added entities depending on the convexity of the piecewise linear function and some presolving steps that are applied.
2. This function cannot be called while the current problem is being solved or when it is in an interrupted state. Use problem.postSolve to restore the problem to a non-solving state.
3. Arguments colind, resultant may contain xpress.var objects instead of indices.
Related topics
problem.getPwlCons, problem.delPwlCons.

Parent Topic Methods of the class problem

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