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For questions related to techniques for converting nonlinear expressions in optimization models into equivalent (or approximately equivalent) linear ones.

2 votes

Linearizing if else conditions in ILP

Besides @RobPratt's answer, the first condition would be (for simplicity I omitted indices $i$ and $j$ and continued with only two $y$ variables: $$ x \implies (y_1 \oplus y_2) $$ $$ \lnot x \lor (y_1 …
A.Omidi's user avatar
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2 votes
Accepted

How to linearize the multiplication by a binary decision variable?

I assumed that your variables are $X_{w}$, $X_{s}$, $X_{e}$, and $p_{t}$. Then as @RobPratt suggested, we can use two separate disjuncts. $$ W_t X_w+S_t X_s - 0.1 X_e \geq m(1-z_t) \quad (1)$$ $$ p_t …
A.Omidi's user avatar
  • 9,446
1 vote

How to linearize a chain of if-then constraints?

If the binary variable $\delta_{i,j}^d$ is defined to linearize, Your first clause can be converted as: $$Iff \quad ((x_i \geq N) \implies \delta_{i,j}^d = 1)) \quad \implies ((\delta_{i,j}^d = 1) \im …
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  • 9,446
4 votes

Rewriting if-then constraints of binary summations

Another way would be by introducing the new binary auxiliary variables $z_{i, j, a}$ and $w_a$ and imply the following constraints: $$ z_{i,j,a} = 1 \iff\left(\sum_{b} x_{i,j,a,b} \geq 1\right) \quad …
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  • 9,446
2 votes

Quantifying a measure of standard deviation in MILP

Why not try to calculate the overall required operators at each shift or any specific period of time, weekly/monthly, as a predefined parameter, in the best case, for each of $N$ parts, and incorporat …
A.Omidi's user avatar
  • 9,446
1 vote

Linearization the product of three variables (two binary & one continuous)

By updating the question, the mentioned conditional inequalities can be linearized by introducing new indicator variables, $z_i$, for each part and coupling those to make linearization. …
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  • 9,446
2 votes
0 answers
124 views

The linearization of the logical constraints

I know the logical constraints can be linearized by either the logical representation of whose relation, (for pure binary variables e.g. CNF/DNF) or for general form by using Big-M formulation. As I h …
5 votes
Accepted

The linearization of the (Iff-and-only-Iff) expression

One possible way to linearize such a constraint would be by dividing this expression into four parts and then linearizing each of which separately. $$ Iff \quad (w=1) \rightarrow (x \rightarrow y) \qu …
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  • 9,446
2 votes
2 answers
245 views

Linearizing a disjunctive expression into MILP

I want to linearize the following disjunctive form. $$\left[\begin{gathered}w_{1}\\x \geq a\end{gathered}\right] \vee \left[\begin{gathered}w_{2}\\x \geq b\end{gathered}\right]$$ where $w_1$ and $w_2 …
0 votes

Linearizing a disjunctive expression into MILP

written by CPLEX in the following form: c1: (y1==1 && x>=2) || (y2==1 && x>=3); c2: (y3==1 && x<=8) || (y4==1 && x==2.5); or c1: (y1==1 || y2==1); c2: (y3==1 || y4==1); and adding appropriate linearization
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  • 9,446
2 votes

MIP constraint with sum of decision variables having certain value : $\sum_{i=1}^nx_i = 2 \i...

lor \delta$$ $$ (\sum_{i=1}^n x_{i} \leq 1) \lor ((\sum_{i=1}^n x_{i} \geq 3) \lor \delta$$ By introducing the auxiliary variables, the last line would be: $$ z_{1} + z_{2} + \delta \geq 1 $$ Now, the linearization
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1 vote
Accepted

Change the objective function formula change the complexity of a linear program?

It is not uncommon that with different objective functions, there are different complexity that comes with the specific problem. For example, in the scheduling theory, it is often of interest to deter …
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5 votes
2 answers
836 views

How to linearize specific range constraints?

I would like to know about the linearization of the $(If, Then)$ constraints as follows: $$\begin{array}{l} \text { If: } \\ 15 \leqslant x \leqslant 25 \\ \text { then: } \quad y=\color{blue}{a} x+\ … I knew that we can use specific linearization to do this. I was wondering if, is there another way to formulate this problem efficiently? …
4 votes
1 answer
244 views

How/when can we use MINLP engines instead of linearizing MP models?

Nowadays, mathematical programming solvers have been frequently used to solve lots of practical/academic problems. Many of these might be interpreted as a MIP or MINLP to represent a specific problem …
4 votes

Linearization of a scheduling objective function

Suppose that, the following non-linear objective arises (MAX/MIN): \begin{equation} \max\frac{\sum\limits_{j} a_{j} x_{j}}{\sum\limits_{j} b_{j} x_{j}} \end{equation} 1) Replace the expression $\dfra …
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