Fixed Charge Negative. Sum of fixed changes for scaled components of -(vector) exceeding some thresholds
Syntax
fxchg_neg(w, matrix) |
short call |
fxchg_neg_name(w, matrix) |
call with optional name |
Parameters
matrix is a PSG matrix:
where the header row contains names of variables. Other rows contain numerical data, . The second numerical row is optional. If the second numerical row is not present, then, by default, it consists of ones.
is a threshold value. |
Mathematical Definition
Fixed Charge Negative function is calculated as follows
,
where
is small threshold value,
is an argument of Fixed Charge Negative function.
Remarks
It is recommended to select the multiplier row (the second numerical row) equal to the unit vector and . For instance if decision variables are measured in thousands than .
Example
See also
Cardinality Positive, Cardinality Negative, Cardinality, Buyin Positive, Buyin Negative, Buyin, Fixed Charge Positive, Fixed Charge