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March 22nd, 2017, 07:39 AM  #1 
Newbie Joined: Mar 2017 From: Belgium Posts: 1 Thanks: 0  How to linearize function?
Hello everyone, To be able to use following objective function in CPLEX, we must first linearize the function, because CPLEX cannot solve function that are nonlinear in the decision variables. xj; yij and yjk are decision variables. Who can help? Taking the square root is not good, since this causes a too big input value for fj. function, see attachment. Thank you in advance. Last edited by skipjack; April 11th, 2017 at 10:31 PM. 
April 11th, 2017, 04:45 AM  #2 
Math Team Joined: Jan 2015 From: Alabama Posts: 2,922 Thanks: 785 
You "linearize" a function by replacing it with a linear approximation, the one give by the tangent line or plane to its graph. Here, the nonlinear terms that need to be replaced with tangent approximations appear to be the square roots.


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function, lineairize, linear, linear programming, linear transformation, linearisation, linearise, linearize 
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