Update CHANGELOG

CHANGELOG.md

@@ -2,7 +2,7 @@
 
 ## Unreleased
 ### Added
-- Added method for adding piecewise linear constraints
+- Added possibility for nonlinear objective functions
 - Added methods for getting the names of the current stage and of an event
 ### Fixed
 - Fixed outdated time.clock call in gcp.py

src/pyscipopt/scip.pxi

@@ -2841,40 +2841,6 @@ cdef class Model:
         PY_SCIP_CALL(SCIPreleaseCons(self._scip, &scip_cons))
 
         return pyCons
-
-    def addPiecewiseLinearCons(self, X, Y, a, b):
-        """add constraint of the form y = f(x), where f is a piecewise linear function
-
-            :param X: x variable
-            :param Y: y variable
-            :param a: array with x-coordinates of the points in the piecewise linear relation
-            :param b: array with y-coordinate of the points in the piecewise linear relation
-
-            Disclaimer: For the moment, can only model 2d piecewise linear functions
-            Adapted from https://github.com/scipopt/PySCIPOpt/blob/master/examples/finished/piecewise.py
-        """
-        assert len(a) == len(b), "Must have the same number of x and y-coordinates"
-
-        K = len(a)-1
-        w,z = {},{}
-        for k in range(K):
-            w[k] = self.addVar(lb=-self.infinity()) 
-            z[k] = self.addVar(vtype="B")
-
-        for k in range(K):
-            self.addCons(w[k] >= a[k]*z[k])
-            self.addCons(w[k] <= a[k+1]*z[k])
-
-        self.addCons(quicksum(z[k] for k in range(K)) == 1)
-
-        self.addCons(X == quicksum(w[k] for k in range(K)))
-
-        c = [float(b[k+1]-b[k]) / (a[k+1]-a[k]) for k in range(K)]
-        d = [b[k] - c[k]*a[k] for k in range(K)]
-
-        new_cons = self.addCons(Y == quicksum(d[k]*z[k] + c[k]*w[k] for k in range(K)))
-
-        return new_cons
 
     def getSlackVarIndicator(self, Constraint cons):
         """Get slack variable of an indicator constraint.

tests/test_cons.py

@@ -152,19 +152,6 @@ def test_printCons():
 
     m.printCons(c)
 
-
-def test_addPiecewiseLinearCons():
-    m = Model()
-
-    xpoints = [1,3,5]
-    ypoints = [1,2,4]
-    x = m.addVar(lb=xpoints[0], ub=xpoints[-1], obj=2)
-    y = m.addVar(lb=-m.infinity(), obj=-3)
-    m.addPiecewiseLinearCons(x,y,xpoints,ypoints)
-
-    m.optimize()
-    assert m.isEQ(m.getObjVal(), -2) 
-
 @pytest.mark.skip(reason="TODO: test getValsLinear()")
 def test_getValsLinear():
     assert True