I'm trying to solve an optimization problem via linear or mixed integer programming model. But, the objective function includes the following expression f(x)=1/x + 1/x^2 Please let me know how to formulate this function as linear or mixed integer programming model
There are several possibilities:
- Solve using a piecewise linear formulation (e.g. using SOS2 variables).
- Solve using as SLP (Successive LP). In this case for simplicity you may want to try just linearizing (Taylor approximation) the objective each cycle.
- Use an NLP solver (e.g. MINOS, SNOPT or CONOPT). You could solve first as LP (eg by dropping this term) and use that solution as starting point.