(!*******************************************************
   Mosel Example Problems 
   ======================

   file soslingc.mos
   `````````````````
   Approximation of a nonlinear function by a SOS-2.
   Formulation using the pwlin construct 
   - Example discussed in mipformref whitepaper -  
     
   (c) 2020 Fair Isaac Corporation
       author: S. Heipcke, July 2020
*******************************************************!)

model "soslingc"
 uses "mmxnlp"

 public declarations
  I=1..4
  x,y: mpvar
  R,FR: array(I) of real
 end-declarations

! These values would normally be calculated here or read in from file
 R:: [1, 2.5, 4.5, 6.5]
 FR::[1.5, 6, 3.5, 2.5]

! The variable and the corresponding function value we want to approximate
 y = pwlin(x, sum(i in I) [R(i),FR(i)] )

! Only consider the x-values interval defined by the breakpoints
 setrange(x, R(1), R(4))

! Set a bound to make the problem more interesting
 x >= 2
 
(! Uncomment to display solver problem on screen
 setparam("XPRS_loadnames", true)
 loadprob(y)
 writeprob("","l")
!)

! Solve the problem
 minimize(y)
 
 writeln("Solution: ", getobjval)
 writeln("x: ", x.sol) 
 
end-model