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 int GRBaddgenconstrExp ( GRBmodel *model, const char *name, int xvar, int yvar, const char *options )

Add a new general constraint of type GRB_GENCONSTR_EXP to a model. Note that, due to our lazy update approach, the new constraint 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).

A natural exponential function constraint states that the relationship should hold for variables and .

A piecewise-linear approximation of the function is added to the model. The details of the approximation are controlled using the following four attributes (or using the parameters with the same names): FuncPieces, FuncPieceError, FuncPiecesLength, and FuncPieceRatio. For details, consult the General Constraint discussion.

Return value:

A non-zero return value indicates that a problem occurred while adding the general constraint. 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 which the new general constraint should be added.

name: Name for the new general constraint. This argument can be NULL, in which case the constraint is given a default name.

xvar: The index of variable .

yvar: The index of variable .

options: A string that can be used to set the attributes that control the piecewise-linear approximation of this function constraint. To assign a value to an attribute, follow the attribute name with an equal sign and the desired value (with no spaces). Assignments for different attributes should be separated by spaces (e.g. "FuncPieces=-1 FuncPieceError=0.001").

Example usage:

  /* y = exp(x) */
error = GRBaddgenconstrExp(model, "exp", xvar, yvar, "");