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  • Linearise product of binary and continuous variables

    From [email protected]@21:1/5 to All on Fri Jul 22 06:26:25 2016
    Hello,

    I want to linearise the product of a continuous and binary variable. The constraint is as follows

    \sum_{j\in N(i)} (f^{k}_{ij} - f^{k}_{ji}) = x^{k}_{i}*z^k if i = s^k
    = -x^{k}_{i}*z^k if i = d^k
    = 0 else

    The above constraint is a flow conservation constraint where x^{k}_{i}\in {0,1} is a binary variable and f^{k}_{ij}\in [0,1] is a continuous variable and z^k >= 0

    I want to linearise the product of x^{k}_{i}*z^k. Can you please help me?

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  • From Paul@21:1/5 to All on Fri Jul 22 13:04:28 2016
    You might want to have a look at http://orinanobworld.blogspot.com/2010/10/binary-variables-and-quadratic-terms.html.

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  • From [email protected]@21:1/5 to Paul on Sat Jul 23 05:59:09 2016
    On Friday, 22 July 2016 22:04:29 UTC+2, Paul wrote:
    You might want to have a look at http://orinanobworld.blogspot.com/2010/10/binary-variables-and-quadratic-terms.html.

    Thanks a lot Dr. Rubin. The blog post was really helpful

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