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GRBModel.SetPWLObj()

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 <span>$</span>x<span>$</span> and <span>$</span>y<span>$</span> arguments give coordinates for the vertices of the function.

For additional details on piecewise-linear objective functions, refer to this discussion.

void SetPWLObj ( GRBvar var,
    double[] x,
    double[] y )

Set the piecewise-linear objective function for a variable.

Arguments:

var: The variable whose objective function is being set.

x: The <span>$</span>x<span>$</span> values for the points that define the piecewise-linear function. Must be in non-decreasing order.

y: The <span>$</span>y<span>$</span> values for the points that define the piecewise-linear function.

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