Here is my problem, suppose I have a following objective function:

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`objF.. obj =e= 10*x1 + 12*x2 - 20*z1 - 25*z2 - 10*z1*z2`

Symbols (z1,z2) are binary variables.

I wishes to linearize this objective function as product term z1*z2 term making the equation non-linear.

From a course I have learned that, you can linearize the same equation by considering an another variable w. Such that, w = z1 * z2

Then add an another constraint, w ≥ z1 + z2 - 1, where w ∈ {0,1}.

I had made numerous attempt to do the same, but have failed. As soon has, I write this equation w = z1 * z2 in GAMS. It gives me an error 'A suffix is missing'.