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Posted: Fri Jul 26, 2019 10:37 pm
How to code Binary Variable?
Y(I,t) 1 if ∑j T(j,I,t) + Z(I,t) >= 1,
Re: Conditional Binary
Posted: Fri Jul 26, 2019 10:55 pm
To paraphrase your question, you ask "How can I have a condition iff a binary variable is 1", e.g. for a binary y
expression >= 1 implies y = 1
expression < 1 implies y = 0
This doesn't work well. Strict inequalities are not part of optimization for several reasons, e.g.:
http://yetanothermathprogrammingconsult ... ation.html
Instead, we go the other direction: if y = 1, we turn a constraint on, otherwise it isn't on, i.e. it is relaxed.
expression >= 1 - M * (1-y)
It's important to choose the M large enough so that expression >= 1 - M is satisfied for any feasible point, but no larger than necessary.