PLA for MILP of Quadratic Functions软件

Aeq, Beq, Aineq, Bineq MILP matrices for an Piecewise Linearization of an quadratic function f(x)=x^2.

软件应用简介

This simple function [f_approx,f,Aeq,beq,Aineq,bineq]=quadaprox_CPLEX(x,xmax,Y) return the matrices Aeq,beq,Aineq,bineq for formulate a MILP of a Piecewise Linearization Aproximation of a Quadratic function f(x)=x^2, the approximated value f_approx (with CPLEX for MATLAB) and the real value f genereted by x, where xmax is the considered maximum value of x and Y is the number of evaluated pieces.

The MILP formulation is showned in the Image.

If you don’t use CPLEX to solve MILP then use the function [Aeq,beq,Aineq,bineq]=quadaprox(P,Pmax,Y), but it won’t compute the approximated value.

界面展示

结果示意

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