Dear support team,
I am using the general constraint function of Gurobi to model nonlinear terms, such as log-function by "addGenConstrLog". Here, we can specify the approximation errors. It works well, and for some problems, Gurobi's performs rather impressive.
However, I am not sure how Gurobi does the linearization. Is it by inner piecewise linearization or outer piecewise linearization, or a combination of both? In more general cases, what is the rule applied (i.e., approximate a function from below or above)?
Thank you very much!
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