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The following problem has only two integer variables; however, they appear in the index of the parameters. Appreciate it if anyone has any efficient idea to transform it into a canonical integer programming model.

$$ \begin{alignat*}{2} &&\max \quad & (d_y - d_x)^2 \\ &&\text{s.t.} \quad & d_y - d_x \geq \alpha \\ && & x,y \in \mathbb{Z}_+ \\ \end{alignat*} $$

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  • $\begingroup$ $d:\mathbb{Z}_+ \to \mathbb{R}$ is a fixed sequence? $\endgroup$ – RobPratt Aug 18 '20 at 17:34
  • $\begingroup$ @RobPratt. Yes. $\endgroup$ – Mohammad Namakshenas Aug 18 '20 at 17:37
  • $\begingroup$ OK, canonical integer programming does not allow an infinite amount of input. Do you have any upper bound on $x$ and $y$? Or maybe a formula that defines $d$? $\endgroup$ – RobPratt Aug 18 '20 at 17:45
  • $\begingroup$ @RobPratt. Yes. We have upper bounds on $x$ and $y$. $\endgroup$ – Mohammad Namakshenas Aug 18 '20 at 17:59
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Suppose $x,y\in\{0,\dots,n\}$. I think I would just loop over these $(n+1)^2$ pairs and keep the best one that satisfies the constraint.

But if you insist on integer programming, introduce binary variables $x_i$ and $y_i$ for $i\in\{0,\dots,n\}$, with the interpretation that $d_x=\sum_i d_i x_i$ and $d_y=\sum_i d_i y_i$. The problem is to maximize $$\left(\sum_i d_i (y_i - x_i)\right)^2$$ subject to \begin{align} \sum_i x_i &= 1\\ \sum_i y_i &= 1\\ \sum_i d_i (y_i - x_i) &\ge \alpha \end{align} If you want, you can linearize the objective.

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  • $\begingroup$ Thanks for the answer. Do you have any alternative for integer programming? $\endgroup$ – Mohammad Namakshenas Aug 18 '20 at 18:49
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    $\begingroup$ In constraint programming, you can use element constraints to use a variable as an index. $\endgroup$ – RobPratt Aug 18 '20 at 20:09

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