Optimization of Nonlinear Functions via Piecewise Linearization

How to use free mixed-integer linear solvers for nonlinear optimization problems. A step-by-step example.

This article is the result of trying to understand how a model that included nonlinear terms could be transformed to a linear one. Usually, there are several reasons why people would like to do that:

• Nonlinear models might be very difficult to solve.
• Linear models might be easier to understand and interpret.
• Linear models are usually faster to solve.
• Many more (case-specific) reasons.

If you are …

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