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GRBsetpwlobj
| int | GRBsetpwlobj ( | GRBmodel | *model, |
| int | var, | ||
| int | npoints, | ||
| double | *x, | ||
| double | *y ) |
Set a piecewise-linear objective function for a variable.
The arguments to this method specify a list of points that define a
piecewise-linear objective function for a single variable.
Specifically, the 
and 
arguments give coordinates for the
vertices of the function.
For example, suppose we want to define the function 
shown below:
, 
and
, so npoints is 3, is {1, 3, 5}, and is
{1, 2, 4}. With these arguments we define 
, 
and
. Other objective values are linearly interpolated between
neighboring points. The first pair and last pair of points each
define a ray, so values outside the specified values are
extrapolated from these points. Thus, in our example, 
and
.
More formally, a set of 
points
define the following piecewise-linear function:
![\begin{displaymath}
f(v) =
\left\{
\begin{array}{ll}
y_1 + \frac{y_2-y_1}{x_2-x_...
...- x_n), & \mathrm{if}\; v \ge x_n. \ [7pt]
\end{array}\right.
\end{displaymath}](https://www.gurobi.com/wp-content/plugins/hd_documentations/documentation/8.0/refman/img39.png?x57819)
The entries must appear in non-decreasing order. Two points can
have the same coordinate -- this can be useful for specifying a
discrete jump in the objective function.
Note that a piecewise-linear objective can change the type of a model. Specifically, including a non-convex piecewise linear objective function in a continuous model will transform that model into a MIP. This can significantly increase the cost of solving the model.
Setting a piecewise-linear objective for a variable will set the
Obj attribute on that variable to 0.
Similarly, setting the Obj attribute will delete the
piecewise-linear objective on that variable.
Each variable can have its own piecewise-linear objective function. They must be specified individually, even if multiple variables share the same function.
Note that, due to our lazy update approach, the new piecewise-linear objective won't actually be added until you update the model (using GRBupdatemodel), optimize the model (using GRBoptimize), or write the model to disk (using GRBwrite).
Return value:
A non-zero return value indicates that a problem occurred while setting the piecewise-linear objective. Refer to the Error Code table for a list of possible return values. Details on the error can be obtained by calling GRBgeterrormsg.
Arguments:
model: The model to modify.
var: The variable whose objective function is being changed.
npoints: The number of points that define the piecewise-linear function.
x: The values for the points that define the piecewise-linear function. Must be in non-decreasing order.
y: The values for the points that define the piecewise-linear function.
Example usage:
double x[] = {1, 3, 5};
double y[] = {1, 2, 4};
error = GRBsetpwlobj(model, var, 3, x, y);
