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March 22nd, 2017, 06:39 AM   #1
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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 non-linear 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.
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File Type: jpg Schermafbeelding 2017-03-22 om 15.34.23.jpg (16.6 KB, 9 views)

Last edited by skipjack; April 11th, 2017 at 09:31 PM.
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April 11th, 2017, 03:45 AM   #2
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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 non-linear terms that need to be replaced with tangent approximations appear to be the square roots.
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