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Help on Piecewise Linear functions

  • 5 October 2021
  • 2 replies
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Hi fellow AIMMS users.

I need help on formulation of piecewise linear functions. I have read section 7.6 of the AIMMS modeling and applied the concept to the Piecewise Linear transportation example. However, I find it difficult to apply it to my case.

This is my case:

 

I have also attached the developed model.

 

When I ran the model, error that popped up is

“Outer Approximation cannot handle columns like 'Lambda(Gen1,1)' that are continuous and member of a SOS set”

 

Please, I need assistance on how to go about this.

 

Thanks

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Best answer by Marcel Hunting 6 October 2021, 16:20

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Hi @olusegun.adeniji . Your model is a mixed-integer nonlinear problem (MINLP) and the MINLP solvers available in AIMMS do not support SOS or they support it but only with integer variables (while your Lambda variable is continuous).

 

You can reformulate SOS2 constraints using a fairly easy trick by introducing a new binary variable, as shown here. I made that change in your model file which I attached.

 

The only free MINLP solver available in the AIMMS Academic License is AOA, and it is recommended to use the GMP version of that. I made the required changes in the model file to run with the GMP version of AOA.

 

Note that I changed the range of variable Lambda from ‘free’ to ‘nonnegative’ because I think the latter is correct.

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Hi Marcel,

Thank you for your response and the changes made. I will study and revert.

Thank you so much.

‘Segun

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