I am trying to minimize a piecewise function using cvxpy





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1















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.










share|improve this question

























  • What coefficients are you using? a, b, c, s?

    – Jacques Kvam
    Nov 23 '18 at 20:51


















1















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.










share|improve this question

























  • What coefficients are you using? a, b, c, s?

    – Jacques Kvam
    Nov 23 '18 at 20:51














1












1








1


1






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.










share|improve this question
















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






share|improve this question















share|improve this question













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share|improve this question








edited Nov 23 '18 at 13:37









Vinay Pandey

4,59163048




4,59163048










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



















  • 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












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