I have problem like below Decision variable x1 >= 0 But it depends on selection variable s1 as binary variable

If s1 = 0 then x1= 0 and if s1 = 1 then x1>0

how I can write this as constraint for mixed integer programming


1 Answer 1


Let $\epsilon$ be a small constant positive tolerance, and let $M$ be a constant upper bound on $x_1$. Now impose linear constraints $$\epsilon s_1 \le x_1 \le M s_1.$$


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