I am trying to solve an optimization programming model involving a non-linear constraint with a square root. It follows (in a simplified form): $X_i\ge\sqrt{A_i/B_i}$ where $X_i,A_i,B_i$ are positive variables.

Can you please give me some indications to solve?

  • $\begingroup$ Hi and welcome to OR.SE. Is there any index associated with A and B? Do you want to linearize the constraint? $\endgroup$ – Oguz Toragay Nov 30 '20 at 17:41
  • 1
    $\begingroup$ You tagged the question "mixed-integer-programming". Are any of the variables integer-valued? $\endgroup$ – prubin Nov 30 '20 at 18:56
  • $\begingroup$ @OguzToragay Yes, both variable A and B are associated to index i, as for X. All the variables are integer. $\endgroup$ – Francesco Galizia Nov 30 '20 at 19:38
  • $\begingroup$ Please provide more information on the objective and any other constraints. Viewed in isolation, this constraint could be handled, by squaring both sides, with Geometric Programming, although that is not linearization.Depending on the rest of the model, mnaybe it makes sense to handle it as a nonlinear constraint $X_i^2B_i \ge A_i$? $\endgroup$ – Mark L. Stone Dec 2 '20 at 13:17

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.