I've been using PWLObj for my model when the non-linear function depends on only a single decision variable. My current function is f(x) = u*x+k*sigma*sqrt(x).
Now, I had to adapt the model and the function depends on two decision variables,
e.g f(x, t)=u(t)*x+k*sigma(t)*sqrt(x).
Is there any way to set a PWLObj for a tuple of decision variables?
Thanks a lot for any help.
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