I am trying to minimize a piecewise function using cvxpy
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I want to minimize a
piecewise f(x) :
as-bx, x=>s+c
-bx, x<=c
a(x-c)-bx, c<=x<=c+s
I used Lagrangian multiplier and reformulate the problem:
f(x)=(as-bx1)y1 +(-bx2)y2+(a(x3-c)-bx3)y3
s.t: x=>(s+c)y1
x<=cy2
cy3<=x<=(c+s)y3
x1+x2+x3 =G
I used cvxpy and ECOS_BB solver but I get "PRIMAL INFEASIBLE (within feastol=8.8e-09)."
could anyone please help me to print the solver first iteration solutions and any comment on how can I overcome the infeasibility situation.
cvxpy mixed-integer-programming
edited Nov 23 '18 at 13:37
Vinay Pandey
4,59163048
asked Nov 23 '18 at 4:25
HelenaHelena
61
add a comment |
I want to minimize a
piecewise f(x) :
as-bx, x=>s+c
-bx, x<=c
a(x-c)-bx, c<=x<=c+s
I used Lagrangian multiplier and reformulate the problem:
f(x)=(as-bx1)y1 +(-bx2)y2+(a(x3-c)-bx3)y3
s.t: x=>(s+c)y1
x<=cy2
cy3<=x<=(c+s)y3
x1+x2+x3 =G
I used cvxpy and ECOS_BB solver but I get "PRIMAL INFEASIBLE (within feastol=8.8e-09)."
could anyone please help me to print the solver first iteration solutions and any comment on how can I overcome the infeasibility situation.
cvxpy mixed-integer-programming
edited Nov 23 '18 at 13:37
Vinay Pandey
4,59163048
asked Nov 23 '18 at 4:25
HelenaHelena
61
What coefficients are you using? a, b, c, s?
– Jacques Kvam
Nov 23 '18 at 20:51
add a comment |
I want to minimize a
piecewise f(x) :
as-bx, x=>s+c
-bx, x<=c
a(x-c)-bx, c<=x<=c+s
I used Lagrangian multiplier and reformulate the problem:
f(x)=(as-bx1)y1 +(-bx2)y2+(a(x3-c)-bx3)y3
s.t: x=>(s+c)y1
x<=cy2
cy3<=x<=(c+s)y3
x1+x2+x3 =G
I used cvxpy and ECOS_BB solver but I get "PRIMAL INFEASIBLE (within feastol=8.8e-09)."
could anyone please help me to print the solver first iteration solutions and any comment on how can I overcome the infeasibility situation.
cvxpy mixed-integer-programming
edited Nov 23 '18 at 13:37
Vinay Pandey
4,59163048
asked Nov 23 '18 at 4:25
HelenaHelena
61
I want to minimize a
piecewise f(x) :
as-bx, x=>s+c
-bx, x<=c
a(x-c)-bx, c<=x<=c+s
I used Lagrangian multiplier and reformulate the problem:
f(x)=(as-bx1)y1 +(-bx2)y2+(a(x3-c)-bx3)y3
s.t: x=>(s+c)y1
x<=cy2
cy3<=x<=(c+s)y3
x1+x2+x3 =G
I used cvxpy and ECOS_BB solver but I get "PRIMAL INFEASIBLE (within feastol=8.8e-09)."
could anyone please help me to print the solver first iteration solutions and any comment on how can I overcome the infeasibility situation.
cvxpy mixed-integer-programming
cvxpy mixed-integer-programming
edited Nov 23 '18 at 13:37
Vinay Pandey
4,59163048
asked Nov 23 '18 at 4:25
HelenaHelena
61
edited Nov 23 '18 at 13:37
Vinay Pandey
4,59163048
asked Nov 23 '18 at 4:25
HelenaHelena
61
edited Nov 23 '18 at 13:37
Vinay Pandey
4,59163048
edited Nov 23 '18 at 13:37
Vinay Pandey
4,59163048
edited Nov 23 '18 at 13:37
Vinay Pandey
4,59163048
4,59163048
asked Nov 23 '18 at 4:25
HelenaHelena
61
asked Nov 23 '18 at 4:25
HelenaHelena
61
asked Nov 23 '18 at 4:25
HelenaHelena
61
61
What coefficients are you using? a, b, c, s?
– Jacques Kvam
Nov 23 '18 at 20:51
add a comment |
What coefficients are you using? a, b, c, s?
– Jacques Kvam
Nov 23 '18 at 20:51
What coefficients are you using? a, b, c, s?
– Jacques Kvam
Nov 23 '18 at 20:51
What coefficients are you using? a, b, c, s?
– Jacques Kvam
Nov 23 '18 at 20:51
add a comment |
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What coefficients are you using? a, b, c, s?
– Jacques Kvam
Nov 23 '18 at 20:51