Piecewise linearization of a nonlinear

MIDCP
1

1
Hi, i have a function like this in which there is a nonlinear constraint, i find out that i can use piecewise linearization in this special case but i couldn’t find any example using cvx. I also checked the forum and there was nothing related to PWL, can you help me with this specific nonlinear constraint linearization?

thank you

2

There are many web pages with info on piecewise linear model using mixed-integer modeling. Those can be implemented in CVX using its MIDCP capability.

9.1.13 and 9.1.14 of https://docs.mosek.com/modeling-cookbook/mio.html#integer-modeling

http://ask.cvxr.com/search?q=piecewise

And many more.