How can I make a prod of variable in a constrain?
AnsweredI want to add a constrain like the following, is there any way to do this?
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x is a continuous variable from 0 to 1
c is a literal value0 -
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Hi,
Gurobi can only handle linear and quadratic constraints. There are ways to add more general constraints that are then reformulated (and potentially approximated).
You wrote that x is a continuous variable, so I do not really understand your notation. Usually, for a product you iterate over some index set. What exactly is the constraints you want to model?
Best regards,
Mario0 -
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Hi, Mario
Very appreciate your reply, I konw that Gurobi can only handle linear and quadratic constraints.For my question, I wolud like to model such a constraint:
there are a set of variables {x1, ... , xn}, each is continuous variable from 0.0 to 1.0, but can't be zero
Suppose there is a value c = 0.5, and n = 2.
I want to set the constraint in the picture above. In this case(c = 0.2, n = 2), {x1 = 0.4, x2 = 0.5} would be a key to the question.
Best regards,
Mario
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Hi,
Ok, I understand now. You might be able to handle your product also for $n>2$ by introducing additional variables in the following way:
x_1 * x_2 = y_2
y_2 * x_3 = y_3
...
y_{n-1} * x_n = cBest regards,
Mario0 -
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