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gams:linearize_a_non-linear_function [2009/10/27 14:04]
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gams:linearize_a_non-linear_function [2010/02/11 09:53] (current)
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       Nemhauser, G.L., and Wolsey, L.A., John Wiley        Nemhauser, G.L., and Wolsey, L.A., John Wiley 
       and Sons. Page 11.        and Sons. Page 11. 
-$ontext ​+$offtext ​
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        ​limcol = 0         ​limcol = 0 
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       Nemhauser, G.L., and Wolsey, L.A., John Wiley        Nemhauser, G.L., and Wolsey, L.A., John Wiley 
       and Sons. Page 11.        and Sons. Page 11. 
 +$offtext ​
    
 option limrow = 0,  option limrow = 0, 
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       Nemhauser, G.L., and Wolsey, L.A., John Wiley        Nemhauser, G.L., and Wolsey, L.A., John Wiley 
       and Sons. Page 11.        and Sons. Page 11. 
 +$offtext ​
    
 option limrow = 0  option limrow = 0 
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 defout(p).. out(p) =e= sum(ps(p,​s),​ cd(p,'​output',​s-1)*b(ps) + seg(ps)); defout(p).. out(p) =e= sum(ps(p,​s),​ cd(p,'​output',​s-1)*b(ps) + seg(ps));
  
-defseg(ps(p,​s)).. seg(ps) =l= cd(p,'​output',​s)*b(ps);​+defseg(ps(p,​s)).. seg(ps) =l= (cd(p,'​output',​s)-cd(p,'​output',​s-1))*b(ps);
  
 defcost(p).. cost(p) =e= sum(ps(p,​s),​ fixed(ps)*b(ps) + cd(p,'​cost',​s)*seg(ps));​ defcost(p).. cost(p) =e= sum(ps(p,​s),​ fixed(ps)*b(ps) + cd(p,'​cost',​s)*seg(ps));​
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