Hi, I want to linearize an objective function like Z=W.X.Y.Z, where W, X, Y, and Z are binary decision variables. Any suggestion would be appreciated.

Thanks,

asked 15 May '18, 17:52

ESN's gravatar image

ESN
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edited 15 May '18, 17:53


Let's use \(Q\) for the product. (You have two \(Z\)s in the question.) You need five constraints:

  1. \(Q\le W\)
  2. \(Q\le X\)
  3. \(Q\le Y\)
  4. \(Q\le Z\)
  5. \(Q \ge W + X + Y + Z - 3\)
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answered 15 May '18, 18:04

Paul%20Rubin's gravatar image

Paul Rubin ♦♦
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accept rate: 19%

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Asked: 15 May '18, 17:52

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Last updated: 15 May '18, 18:04

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