Hello everyone,
To be able to use following objective function in the software CPLEX, we must first linearize the function, because CPLEX cannot solve function that are non lineair in the decision variables. xj; yij and yjk are decision variables. Who can help? Taking the square root is not good, since this causes a too big input value for fj. How to perform a piecewise linearization on this?
the function to be linearized, is provided in the attachment.
Thank you in advance.