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Get maximum value a scalar set that is conditioned on a variable set being non-zero

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  • Ronald van der Velden
    Gurobi Staff Gurobi Staff

    Hi,

    Could you say something about the original, larger model? I've thought about your question for a while and believe the three additional model elements (your bullets) logically follow from the problem statement, so it won't be easy to reduce further.

    But without additional constraints and given the objective function, I would say the outcome is always to set Xi=10 for ai>0 and Xi=0 for ai<0, with b being equal to the largest of all ai values (which can be calculated before solving the model). So the question is what additional complexity is in the model which would make this approach invalid.

    Kind regards,
    Ronald

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