I am trying to linearise the function root mean square to use it in a linear optimisation or Mixed integer linear optimisation. Any idea how I could do this? For instance with the example below, if I wanted to maximize P*100, the model would give P=10, Q = 0 and S=10. Many thanks import numpy as np import pulp S = np.sqrt(P**2 + Q**2) model = pulp.LpProblem("Linearise RMS", pulp.LpMaximize) P = pulp.LpVariable("P", lowBound=-10, upBound=10 ,cat="Continuous") Q = pulp.LpVariable("Q", lowBound=-10, upBound=10 ,cat="Continuous") S = pulp.LpVariable("S", lowBound= 0, upBound=10 ,cat="Continuous") objective_function = P*100 model.setObjective(objective_function) cbc_solver = PULP_CBC_CMD(options=['ratioGap=0.02']) result = model.solve(solver=cbc_solver) Continue reading...