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equations in MIP model

Posted: Thu Jul 13, 2017 11:55 pm
by Fady
Dear all,

I am trying a model using binary variables, the constraint equations contain a product of two variables as:
(1- x)*(1-y) =e= 0;
but i get error "Endogenous operands for * not allowed in linear models"
is there any way to solve this or another way rewrite the equation?
thanks

Re: equations in MIP model

Posted: Fri Jul 14, 2017 1:42 pm
by cladelpino
Hi Fady,

If both x and y are binary variables, in practice what you are writing has the same feasible region (of course not the same relaxed feasible region) as an inclusive OR.

This is usually written:
x+y=g=1

Of course you have to think if there is a reason that constraint is written like that. It could be poor modeling practice or something else.

You CAN solve your original equation but you would need to use a MINLP solver. It's also common practice to reformulate products and it can be done in an exact way when one of the variable is continous and the other is discrete. Products of two discrete variables can usually be avoided by using constraints like the one I wrote above.

Hope to help!
Claudio

Re: equations in MIP model

Posted: Sat Jul 15, 2017 8:43 am
by Fady
Hi cladelpino,

using the MINLP solver solved the problem. Thanks a lot for your help.

Kind Regards,
Fady