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For questions related to constraints, i.e. any restriction or relation a set of decision variables has to satisfy.

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? …
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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.
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  • 937
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)? …
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  • 937