Questions tagged [approximation]

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Function approximation of a complex objective function

I would like to approximate the following objective function using a simpler function that can use be defined in gurobi. \begin{equation} \min_{I_{i,v}} \ \sum^{N_v}_{v}\sum^{TT_v}_{i} \ C_{loss,...
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Find an upper bound for an objective function

My objective function is $\log_2(1+{x^2y^2})$ and I found two upper bounds for $x^2$ and $y^2$. For example, assumed that we have the following upper bounds: $x^2\leq\text{constant}_1^2$ and $y^2\leq\...
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Smooth approximation of $\max(f_1(x),f_2(x),\cdots,f_n(x))$

In the GAMS documentation concerning non-smooth optimization I found the following statement: A smooth approximation for $\max(f(x),g(y))$ is as in the following example code: ...
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