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For questions related to constraints, i.e. any restriction or relation a set of decision variables has to satisfy.
6
votes
Index of element in MILP vector decision variable that equals 1
Assuming your index goes from 0 to $n$ you can do $k = \sum_{i = 0}^{n}i \cdot p_i$ where $k$ is the desired index.
9
votes
1
answer
252
views
Static stochastic knapsack problem: unbounded version
Or, in terms of a chance constraint program:
$$ Pr\left(\sum_{i \in I} \tilde{w}_{i} \cdot x_i \le C\right) \ge 1-\alpha $$
where $\tilde{w}_{i}$ are random variables. … with a MIP formulation (not necessarily for the chance constraint)? …
0
votes
1
answer
81
views
Maximization problem with preferences on variables
In other words, I would maximize the objective function under a "preference constraint" on variables. Is it possible to express such a constraint as a MIP/MILP? …