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I constructed an optimisation model which objective is to find highest return on available stocks. Now want to add a constraint that allows to buy stocks only in $2000 increments, how can I do it? i.e buy stocks only in multiples of 2000. It should be a mathematical expression.

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Declare $I_i$ as an integer variable, which is the number of \$2000 increments to buy of stock $i$.

Then let $q_i = 2000 I_i$ be the dollar value purchased of stock i.

If the portfolio is long only, constrain $I_i$ to be nonnegative.

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