I have a model like the one in below. I like to linearize my nonlinear model.

Max {Min (∅((T -μi*xi)/σi))}

there is no constraint. ∅ represents the CDF (cumulative density function) of the standard normal distribution. xi is decision variable.μi is the expected time and σi is the standard deviation of time.

Any help would be highly appreciated. Thanks alot

asked 15 Nov '15, 14:07

walford's gravatar image

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Max with respect to what? Min with respect to what?

(19 Nov '15, 15:25) Paul Rubin ♦♦
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Asked: 15 Nov '15, 14:07

Seen: 516 times

Last updated: 19 Nov '15, 15:25

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