How do I use Gurobi to find the value of variables such that they maximize the value returned from a function?

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Saurav Shukla

2022年10月06日 18:36

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Hi,

So I am solving a problem where I have defined variables and I have specified constraints on those variables. I want Gurobi to assign possible values to those defined variables, then use the values of those variables in a function to compute a score. I want that score to be minimized.

Since the function cannot be expressed as a linear equation, I am unable to express it as a linear expression in the setObjective() function. How do I use this function that is being used for assigning the scores in the setObjective() function and find the values of variables that minimizes this score?

Thanks

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  Simranjit Kaur

  • Gurobi Staff

  2025年11月16日 23:27

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum, or try Gurobot, our chatbot interface offering instant, expert-level support.
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  Jonasz Staszek

  • Community Moderator

  2022年10月07日 15:38

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  Hi Saurav,

  Piecewise Linearization might be able to help you.

  These articles (here and here) should be of interest.

  Best regards
  Jonasz

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