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Márcio da Silva Arantes edited this page Oct 30, 2017 · 4 revisions

IBM ILOG CPLEX solver extension for Mixed Integer Nonlinear Programming (MINLP) in Java

addProd(x,y)

define:
  let x ∈ R
  let y ∈ {0,1}
  v = addProd(x,y)  ↔ v = x*y
dedution: 
  if(y=1){
    v=x
  }else{ 
    v=0 
  }
linear transformation:
  let v ∈ R
  M*(y-1) + x ≤ v ≤ x - M*(y-1)
  -M*y ≤ v ≤ M*y