Piecewise interpolation in a stochastic optimization
Awaiting user inputGood afternoon,
I am linearizing the efficiency curve on an inverter with piecewise linearization.
The deterministic optimization works fine (first image). However, when I move to stochastic optimization, the interpolation (which is scenario-based) randomly picks the breakpoints of the curve, leading to an error (second image).
Do you have any idea why this happened?
Thank you in advance for your comments
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Hi Matteo,
Are you using Gurobi PWL functionality and is the PWL function continuous (i.e. do adjacent segments meet, or are they disconnected)?
- Riley
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