5
$\begingroup$

I have a minimization problem minimizing $d_k \geq 0$ and some other variables with all strictly positive coefficients. I leave my objective function below to better convey my goal.

$$\min_{\mathbf{d},\mathbf{y^+},\mathbf{y^-}} \sum_{k\in\mathcal{K}} C_k d_k +\sum_{(i,j)\in\mathcal{E},k\in\mathcal{K}}P\lambda_kT_{ij}\left(y_{ijk}^+ +y_{ijk}^-\right)$$

To determine the value of $d_k$, I have the following constraint which can possibly become undefined due to the domains of variables associated. Simply, if all $y^+$ and $y^-$ variables are 0...

$$d_k \geq \frac{\displaystyle\sum_{i\in \mathcal{I}_k}\lambda_k y_{ikk}^+}{\displaystyle\sum_{(i,j)\in\mathcal{E}} T_{ij}\left(y_{ijk}^+ +y_{ijk}^-\right)}\qquad \forall k\in \mathcal{K}$$

Notation Domains:

$$\begin{array}{c|c|c} & \text{Domain} & \text{Type}\\ \hline d_k & \mathbb{R}^{\geq0} & \text{Variable} \\ \hline y_{ijk}^+ & \{0,1\} & \text{Variable} \\ \hline y_{ijk}^- & \{0,1\} & \text{Variable} \\ \hline \lambda_k & \mathbb{R}^{>0} & \text{Parameter} \\ \hline T_{ij} & \mathbb{R}^{>0}& \text{Parameter} \\ \hline C_k & \mathbb{R}^{>0}& \text{Parameter} \\ \hline P & \mathbb{R}^{>0}& \text{Parameter} \\ \end{array}$$

Sets:

The sets: $\mathcal{I}$, $\mathcal{K}$, $\mathcal{E}$ are some polynomial size sets and $\mathcal{I}_k$ is a subset.

Is there a way to deal with nonlinearity and "0/0"?

$\endgroup$
1

1 Answer 1

8
$\begingroup$

Multiply both sides of your $d_k \ge$ constraint by the denominator and then linearize $d_k y_{ijk}^+$ and $d_k y_{ijk}^-$ as described in this thread.

$\endgroup$
1
  • $\begingroup$ Well, this was sort of in my mind for a while and I do not know why I forgot about it once I posted this question. Anyways, thanks for the response! $\endgroup$
    – tcokyasar
    Commented Feb 20, 2020 at 17:02

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.