I need to build a MILP (Mixed integer linear programming) constraint form this if-else statement. In my formulation a and b are two continuous variables and c is boolean.

if (a >= b) then c = 1, 0 otherwise.

How can I build the statement to MILP constraint? Are there any techniques for solving this problem?

  • 2
    $\begingroup$ Please see or.stackexchange.com/q/33/38 and see whether any of the approaches there will work for your situation. That problem involves a continuous variable and a constant in the "if" part, whereas yours involves two continuous variables, but I think the approaches can be adapted. $\endgroup$
    – LarrySnyder610
    Mar 11 at 17:32

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