Add a new general constraint of type GRB.GENCONSTR_PWL to a model.
A piecewise-linear (PWL) constraint states that the relationship must hold between variables and , where is a piecewise-linear function. The breakpoints for are provided as arguments. Refer to the description of piecewise-linear objectives for details of how piecewise-linear functions are defined.
xvar (Var): The variable.
yvar (Var): The variable.
xpts (list of float): The values for the points that define the piecewise-linear function. Must be in non-decreasing order.
ypts (list of float): The values for the points that define the piecewise-linear function.
name (string, optional): Name for the new general constraint.
New general constraint.
gc = model.addGenConstrPWL(x, y, [0, 1, 2], [1.5, 0, 3], "myPWLConstr")