0
1

how to linearize a model that is quadratic in objective function?

min z= cXY

AX + BY < d

X,Y={0,1}

asked 13 May '13, 06:40

nadia's gravatar image

nadia
11125
accept rate: 0%

edited 13 May '13, 06:42


Replace the quadratic term XY with a new binary variable W and add constraints to ensure that W = XY.

W >= X + Y - 1

W >= 0

W <= X

W <= Y

link

answered 13 May '13, 09:04

Austin%20Buchanan's gravatar image

Austin Buchanan
1.3k313
accept rate: 42%

edited 13 May '13, 09:37

thank you.but I think W is a binary variable.right? W E {0,1}

(14 May '13, 08:55) nadia
2

This is implicit from the constraints

(14 May '13, 10:04) jfpuget
Your answer
toggle preview

Follow this question

By Email:

Once you sign in you will be able to subscribe for any updates here

By RSS:

Answers

Answers and Comments

Markdown Basics

  • *italic* or _italic_
  • **bold** or __bold__
  • link:[text](http://url.com/ "Title")
  • image?![alt text](/path/img.jpg "Title")
  • numbered list: 1. Foo 2. Bar
  • to add a line break simply add two spaces to where you would like the new line to be.
  • basic HTML tags are also supported

Tags:

×231
×190
×79

Asked: 13 May '13, 06:40

Seen: 2,613 times

Last updated: 14 May '13, 10:14

OR-Exchange! Your site for questions, answers, and announcements about operations research.