java - CPLEX minimize piecewise linar functions -

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i'm setting java program using cplex. want find minimum of cost function lots of terms.

now turns out of these cost terms should not linear piecewise linear. know cplex can - how? can hardly find information or tutorials on that.

does have experience , can recommend/show me tutorials or code snippets?

this super helpful... in advance! philipp

here code:

ilolinearnumexpr tominimize = cplex.linearnumexpr(); for(float hour = start; hour <=  end; hour += stepsize){             ilonumvar purchase = cplex.numvar(0, double.max_value, "purchase_" + hour);             purchaseperhour.put(hour, purchase);             tominimize.addterm(rate, purchase);              ilonumvar esale = cplex.numvar(-double.max_value, 0, "sale_" + hour);             saleperhour.put(hour, sale);             tominimize.addterm(salerate/4000, esale);    /* here should term similar sale/purchase ones above being piecewise linearly dependent variable */      }  cplex.addminimize(tominimize);

have @ transport cplex example. there java version there uses piecewise linear objective function.


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