indicator variable in MILP

8 次查看（过去 30 天）
Nana
Nana 2016-5-8
评论： Nana 2016-5-8
I have an indicator variable in my objective function where
I = 0 if x<0 I = 1 if x>= 0
How to write constraints for this indicator variable I in MILP?

请先登录，再回答此问题。

回答（1 个）

John D'Errico
John D'Errico 2016-5-8
编辑：John D'Errico 2016-5-8
So I is not actually a variable in your problem, although you think of it as such. Perhaps as you have written the problem on paper you have some variable I.
I is a function of one of the variables (x). Is I a linear function of x? No. It does not behave linearly with x. Therefore it is a nonlinear function of x.
So you cannot write constraints on it for a MILP solver.
  1 个评论
Nana
Nana 2016-5-8
I variable should be indicated in the objective function since I will use it further.
The full objective function is something like this:
minimize (I_pos * x * a) + (I_neg * x * b)
subjected to:
I_pos = 1 if x >= 0 and 0 if else
I_neg = 1 if x < 0 and 0 if else

请先登录，再进行评论。

类别

在 Help Center 和 File Exchange 中查找有关 Instrument Connection and Communication 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by