Hi all, I am trying to linearize Xy where X is binary variable and y is a semi-continuous variable. whenever X=0, M<=y<=2M (M is big M), if X=1 then 1<=y<=5. any hint to help me to linearize X*y would be appreciated.
asked 22 Feb '13, 15:22
\(1 + (M-1)(1-x)\le y \le 5 + (2M-5)(1-x)\)
answered 25 Feb '13, 08:40
Paul Rubin ♦