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
ESN |

Let's use \(Q\) for the product. (You have two \(Z\)s in the question.) You need five constraints: - \(Q\le W\)
- \(Q\le X\)
- \(Q\le Y\)
- \(Q\le Z\)
- \(Q \ge W + X + Y + Z - 3\)
answered
Paul Rubin ♦♦ |