GRBModel::setPWLObj()

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 $x$ and $y$ arguments give coordinates for the vertices of the function.

For additional details on piecewise-linear objective functions, refer to this discussion.

void setPWLObj ( GRBvar var,
    int npoints,
    double[] x,
    double[] y )

Set the piecewise-linear objective function for a variable.

Arguments:

var: The variable whose objective function is being set.

npoints: Number of points that define the piecewise-linear function.

x: The $x$ values for the points that define the piecewise-linear function. Must be in non-decreasing order.

y: The $y$ values for the points that define the piecewise-linear function.