Does anyone have any idea of how I can linearize the following logical constraints set?

$$(\sum_{t'=1}^t x_{it'}<1 \quad \rightarrow \quad \lambda_{it}=0), \quad \forall i,t$$

$$(\sum_{t'=1}^t x_{it'}=1 \quad \rightarrow \quad \lambda_{it}=1), \quad \forall i,t$$

$$\lambda_{it} \in \textbf{boolean}$$

$$x_{it} \in [0,1]$$

asked 27 Dec '17, 03:06

monash's gravatar image

monash
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accept rate: 0%

edited 27 Dec '17, 03:08


You cannot. Strict inequalities are incompatible with mathematical programming. You can linearize, but only one of two relaxations. You either have to convert \(\ldots < 1\) to \(\ldots \le 1\) (which means \(\lambda_{it}\) can be either 0 or 1 if the sum equals 1), or \(\ldots < 1\) to \(\ldots \le 1 - \epsilon\) for some \(\epsilon > 0\) (in which case any value between \(1-\epsilon\) and 1 for the sum becomes infeasible).

Linearizing implications is a FAQ here, so details for whichever one you choose shouldn't be too hard to find using the search functionality.

link

answered 27 Dec '17, 15:18

Paul%20Rubin's gravatar image

Paul Rubin ♦♦
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accept rate: 19%

edited 27 Dec '17, 15:20

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Asked: 27 Dec '17, 03:06

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