Linear program with ceiling or floor functions (HOW?)
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How I can linearize a constraint with ceiling or floor functions in gurobi.
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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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Thank you this help me a lot
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