There is a piecewise function,
f(x)=x^2(x>=0) and f(x)=-x (x<0) and I want to solve minimize(f(x)).
I want to know I can let this piecewise function become the objective function or not. and could you tell me how to express it.
Thank you.
Piecewise function
Thank you,Mark.
But in fact,I have another piecewise function,
f(x)=x^2+3 (0<=x<=2^0.5), f(x)=2*x^2+1 (2^0.5<=x<=3), f(x)=3*x^2-8 (x>=3).
Could you tell me how to express it to let it become the objective function in cvx.
Because f(x) is an even function, it is feasible when x<=0.
I’ve done one, now it’s your turn. Perhaps there is nicer way, but if not, you should b e able to model this using Big M logic with binary variables.; It may get a bit messy, so I leave you to deal with that. You should be able to use the building blocks in https://www.msi-jp.com/xpress/learning/square/10-mipformref.pdf . You won’t be able to just specify SOS however, because CVX does not support that; so you will have to handle that by brute force.