Documentation


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,
    int npoints,
    double[] x,
    double[] y )
    Set the piecewise-linear objective function for a variable.

    Arguments:

    var: The variable whose objective function is being set.

    npoints: Number of points that define the piecewise-linear function.

    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.