Statistics for Gurobi's piecewise linear approximation

Answered

Yingkai Song

April 29, 2024 20:29

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Dear Sir or Madam,

 

I am using Gurobi's piecewise linear approximation for the so-called function constraints. I set the following parameters:

model.Params.FuncNonlinear = 0

model.Params.FuncPieces = -1

model.Params.FuncPieceError = 0.02

 

In this case, would it be possible to know how many linear pieces Gurobi internally generated and the interval bounds associated with each piece? I know that I can specify the number of pieces by setting FuncPieces >=2. However, I am interested in the pieces generated by Gurobi to satisfy the absolute error 0.02. 

Best,

Yingkai

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  Gurobot (AI-generated response)

  • Gurobi Staff

  April 30, 2024 01:14

  Gurobi does not provide a direct way to check the number of linear pieces or their interval bounds when using automatic piecewise linear approximations for function constraints. These internal details are managed by Gurobi to meet the specified error tolerance and are not exposed through the user-accessible APIs.

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