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GRBsetpwlobj
int | GRBsetpwlobj ( | GRBmodel | *model, |
int | var, | ||
int | npoints, | ||
double | *x, | ||
double | *y ) |
Set a piecewise-linear objective function for a variable.
The arguments to this method specify a list of points that define a piecewise-linear objective function for a single variable. Specifically, the and arguments give coordinates for the vertices of the function.
For additional details on piecewise-linear objective functions, refer to this discussion.
Note that, due to our lazy update approach, the new piecewise-linear objective won't actually be added until you update the model (using GRBupdatemodel), optimize the model (using GRBoptimize), or write the model to disk (using GRBwrite).
Return value:
A non-zero return value indicates that a problem occurred while setting the piecewise-linear objective. Refer to the Error Code table for a list of possible return values. Details on the error can be obtained by calling GRBgeterrormsg.
Arguments:
model: The model to modify.
var: The variable whose objective function is being changed.
npoints: The number of points that define the piecewise-linear function.
x: The values for the points that define the piecewise-linear function. Must be in non-decreasing order.
y: The values for the points that define the piecewise-linear function.
Example usage:
double x[] = {1, 3, 5}; double y[] = {1, 2, 4}; error = GRBsetpwlobj(model, var, 3, x, y);