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Re: [Help-glpk] LP problem with variable coeffcients (parametric LPsimpl

From: Andrew Makhorin
Subject: Re: [Help-glpk] LP problem with variable coeffcients (parametric LPsimplex)
Date: Wed, 06 Apr 2011 02:25:10 +0400

> Suppose that my cost function depends on a SOS with 4 variables, i.e.
> 4 regions where I decide to linearise my cost function. When I say
> cost function I mean a function describing total cost of production if
> production falls into that region, not unitary cost of production as I
> meant in my original post.

You may look at the following note:
which explains how to model non-convex piecewise linear functions and
sos2 constraints with binary variables.

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