How to get started with modelling the following piecewise linear approximation?
AnsweredAny articles or examples related which I can reference from would be helpful, I have no idea what functions to use and how to get started
where s refer to a set of breakpoints, and f the corresponding values. For each point x, we are interested in recovering the corresponding value at x, using a piecewise linear approximation of the points (s,f).
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Hi Jia,
The following should get you started.
 Gurobi has an interface for modelling piecewiselinear objective functions. The linked section explains in detail how to define piecewiselinear functions in Gurobi. The method Model.setPWLObj() can be used in Python to set a piecewiselinear objective function, for example. Check the piecewise.py example for how to define piecewiselinear objective functions.
 Gurobi also has an interface to define piecewiselinear constraints. The method Model.addGenConstrPWL() can be used in Python. Examples gc_pwl.py() and gc_pwl_func() are relevant examples that you might want to check.
Best regards,
Maliheh
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