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Apr 28 '21 at 7:16 comment added Johan Löfberg if it is your own attempt, well it looks correct(-ish), but the model is less clear to untangle, and more complex combinatorially. A start is to write the logical conditions and structure first to understand how the indicators relate to the initial model, and then write the MILP interpretations, instead of just listing the final MILP model.
Apr 28 '21 at 7:05 comment added Johan Löfberg If this is meant to be an implementation of my answer, no I don't see why you would need to add two additional binary variables. if you move the $x_1$ model to a linearization of $x_1 = a\delta_1 + b\delta_2x_3$ you do not need any new binary variables as it is simply $-M(1-\delta_2) \leq y_1-x_3 \leq M(1-\delta_2)$
Apr 27 '21 at 22:20 history edited TR Fernandes CC BY-SA 4.0
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Apr 27 '21 at 21:47 history answered TR Fernandes CC BY-SA 4.0