opl - cplex: define custom mathematical function -


i want define custom function f in implementation of optimisation model in cplex, mathematical functions not available. want use customised function f make relation between 2 of model variables decisions. here in how defined f(x) (it cdf of normal distribution):

thank detail!

cutom function

you won't able directly. cplex allow linear , small subset of non-linear relations such quadratic or second-order cone functions. may able approximate function piecewise linear function.


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