S_Scouse
  • Member for 2 years, 3 months
  • Last seen more than a week ago
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Post-processing isn't an option in my case. However, I will try the first solution you propose. I would like to avoid binary variables if possible.

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ok, since my costs are >=0, what should I do to linearize the max function?

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Yes, I checked. I am returning only Z. For example, if the maximum of the a's in 1200, Z is being set to 1600. Unfortunately, I cannot share the code.

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Yes all the costs are >= 0.

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Thank you, would be able to tell how to output CPLEX LP file from within MATLAB?

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Thank you, very useful.

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I am not able to share the full model due to some confidentiality reason. If possible, I would appreciate any method to linearize power terms.

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Terms similar to $x^2$ are part of a larger MIP problem and I think the part of the objective function with the power terms are slowing down the solution. So I wanted to see if converting them to pure MIP will reduce the computation time.

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revised

added 493 characters in body; edited tags

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$\mu_1(h)$ is the dual variable of the equation $e(h) <= \bar{E}$.