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It is not the best option to regard it as a non-convex QP. A product of a binary variable and a continuous variable is not really bilinear (or non-linear). For example, the nonlinear constraint $$ z_{ij} \geq x_{ij}y_{ij} $$ could be replaced with $$ z_{ij} \geq y_{ij} - y_{\max}(1-x_{ij})\\ z_{ij} \geq y_{\min}x_{ij} $$ (the RHS of the second line could be $...


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Your question isn't entirely clear and isn't really an OR question, but I think what you are trying to do is the following: for j in n: for k in r: o += xsum(w[k] *y[k][jj] for jj in n if jj <= j) >= xsum (a[i][k]* x[i][j] for i in p)


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