Hi,

I want to linearize two variables; the first variable (\(p\)) is non-negative and the second variable (\(x\)) is between zero and one. How to linearize?

\[ p \ge 0 ~~\text{and}~~ 0 \le x \le 1 \]

Thank you

asked 03 Dec '17, 04:53

mohadese%20mohamadi's gravatar image

mohadese moh...
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edited 08 Dec '17, 13:45

fbahr's gravatar image

fbahr ♦
4.6k716


Hello, you might try the method described in this thread. You could discretize x as it has a lower and upper bound specified, and can then use the standard linearization of the product of a continuous variable and a binary variable.

link

answered 03 Dec '17, 21:31

AndyT's gravatar image

AndyT
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accept rate: 7%

Thank you Andy .

(06 Dec '17, 09:50) mohadese moh...
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Asked: 03 Dec '17, 04:53

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Last updated: 08 Dec '17, 13:45

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