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Update piecewise_linear.jl
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odow authored Nov 7, 2023
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8 changes: 4 additions & 4 deletions docs/src/tutorials/linear/piecewise_linear.jl
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# v.2.0. If a copy of the MPL was not distributed with this file, You can #src
# obtain one at https://mozilla.org/MPL/2.0/. #src

# # Piecewise linear functions
# # Approximating nonlinear functions

# The purpose of this tutorial is to explain how to represent piecewise linear
# functions in a JuMP model.
# The purpose of this tutorial is to explain how to approximate nonlinear functions
# with a mixed-integer linear program.

# This tutorial uses the following packages:

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@constraint(model, y == sum(λ[i] * ŷ[i] for i in 1:n))
@objective(model, Max, y)

# ## Non-convex functions
# ## Piecewise linear approximation

# If the model is non-convex (or non-concave), then we cannot use an outer
# approximation, and the inner approximation allows a solution far from the true
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