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I have 4 variables. Xl6, Xs6, Pl6, Ps6. I have a constant C as well.

Xl6 and Xs6 are binary whereas Pl6 and Ps6 are integers. Also, all variables can take only positive values.

I have to implement following constraints in an MIP:

If Xl6 == 0 then Pl6 == 0 else Pl6 > 0
If Xs6 == 0 then Ps6 == 0 else Ps6 > 0

Another set of if-else constraints are:

if Xl6 == 1 and Xs6 == 1 then Pl6 + Ps6 >= C
elif Xl6 == 1 and Xs6 == 0 then Pl6 >= C
elif Xl6 == 0 and Xs6 == 1 then Ps6 >= C

Also, we have another constraint that Xl6 and Xs6 both can't be zero at the same time. This has been implemented as Xl6 + Xs6 >= 1.

How can we formulate above set of conditions as linear constraints?

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3 Answers 3

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For the first part, let $Ul6$ and $Us6$ be upper bounds on $Pl6$ and $Ps6$, respectively, and impose linear constraints: \begin{align} Xl6 \le Pl6 &\le Ul6 Xl6 \\ Xs6 \le Ps6 &\le Us6 Xs6 \end{align} For the second part: \begin{align} Pl6 + Ps6 &\ge C(Xl6 + Xs6 - 1) \\ Pl6 &\ge C(Xl6 - Xs6) \\ Ps6 &\ge C(Xs6 - Xl6) \end{align}

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  • $\begingroup$ Hi @RobPratt, Do you mean $Ul6$ and $Us6$ are upper bounds of $Pl6$ and $Ps6$ respectively? since $Xl6$ and $Xs6$ are already binary. $\endgroup$
    – mufassir
    Feb 3 at 9:41
  • $\begingroup$ @mufassir Yes, corrected. $\endgroup$
    – RobPratt
    Feb 3 at 13:43
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$ \sigma Xl6 \le Pl6 \le UXl6 $
$ \sigma Xs6 \le Ps6 \le UXs6 $
$\sigma$ is very small nonnegative number (even 1 as Prof Rubin suggested since PPl/Ps are integers) & $U$($ \gt$ C) is upper bound for Pl & Ps

$C(Xl6+Xs6 -1) + U(Xl6+Xs6-2) \le Pl6 + Ps6$
$CXl6 - U(Xl6+2Xls6-1)\le Pl6$
$CXs6 - U(2Xl6+Xls6-1)\le Ps6$

$ 1 \le Xl6 + Xs6$ as you've already

If both integer vars can take positive values only then 2nd bunch of constraints can be replaced by
$CXl6 \le Pl6$
$CXs6 \le Ps6$

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    $\begingroup$ Since the $P$ variables are integers, $\sigma=1$ will work. The second group of constraints needs some corrections. For instance, if $Xl6=0$ and $Xs6=1,$ the middle constraint in the second group forces $Pl6\ge C$ which is not part of what was requested. $\endgroup$
    – prubin ♦
    Jan 31 at 21:17
  • $\begingroup$ copy-pasting error, corrected it. $\endgroup$
    – Sutanu Majumdar
    Jan 31 at 21:20
  • $\begingroup$ this is make Pl/Ps free (instead of $\ge 0$) if Xs/Xl = 1 $\endgroup$
    – Sutanu Majumdar
    Jan 31 at 21:27
  • $\begingroup$ Your final two constraints are too strong when both $X$ variables are $1$. $\endgroup$
    – RobPratt
    Feb 1 at 1:50
  • $\begingroup$ So you mean, if both are 1, then possible the Ps individually may be smaller than C? But if either Xs are 1, the corresponding Ps are greater then C. $\endgroup$
    – Sutanu Majumdar
    Feb 1 at 1:56
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I am assuming that pl6 is a non-negative integer. (tell me if it holds).
For Xl==0 then Pl6 ==0 you can have :

Pl6<= Xl6

This tells you that if Xl6 = 0 : Pl6<= 0 and since it takes >=0 values , it has to be 0.

Pl6>= Xl6/M where M is a really big integer. Now if Xl6==1 Pl6>1/M --> Pl6 >0

For the second type of contraint:

Pl6 + Ps6 >= C(Xl6 + Xs6 - 1)

Notice that if and only if Xl6 = Xs6 = 1 the right-hand will be exactly C. If both are 0 it will be negative (and therefore do nothing) , and if one of them is 1 if will be 0.

(Everything I said holds if P's are non-negative)

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  • $\begingroup$ yes, all variables are positive. $\endgroup$
    – mufassir
    Jan 31 at 19:48
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    $\begingroup$ Hey, thank you for attempting this. I see few issues here. In part 1, Pl6<=Xl6 will restrict Pl6 to be 1 or 0 only in case of Xl6=1 , which we don't want. $\endgroup$
    – mufassir
    Jan 31 at 19:57
  • $\begingroup$ in part 2, we want RHS to be greater than C, not greater than 0. $\endgroup$
    – mufassir
    Jan 31 at 19:58

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