Linear program with ceiling or floor functions (HOW?)

Answered

zakarya guettatfi

• October 17, 2019 10:08

How I can linearize a constraint with ceiling or floor functions in gurobi.

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• 

  Silke Horn

  Gurobi Staff

  • October 17, 2019 12:18
  • Edited

  You could model the expression \(\lfloor x\rfloor\) for a decision variable \(x\) by introducing a new integer variable \(y\) and adding the constraints

  $$y <= x$$

  $$y + 1 >= x + \epsilon$$

  where \(\epsilon\) should a little bigger than the feasibility tolerance and the integer feasibility tolerance.

  Of course, \(\lceil x\rceil\) can be modeled similarly.

  Silke

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  zakarya guettatfi

  • October 17, 2019 17:21

  

  

  

  Thank you this help me a lot

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  Sebastian Meza

  • March 14, 2024 16:22

  

  

  

  This is the best article I could have found in Gurobi! Thank you!

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