Bincont2lin: Difference between revisions
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[[Category:Utility Functions]] | |||
==Purpose== | ==Purpose== | ||
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==Calling Syntax== | ==Calling Syntax== | ||
< | <source lang="matlab"> | ||
Prob = bincont2lin(Prob, idx_prod, | Prob = bincont2lin(Prob, idx_prod, idx_bin, idx_cont) | ||
</ | </source> | ||
==Inputs== | ==Inputs== | ||
Latest revision as of 08:14, 10 January 2012
Purpose
Adds constraints when modeling with binary variables which are multiplied by integer or continuous variables.
This is the most efficient way to get rid off quadratic objectives or constraints.
Calling Syntax
Prob = bincont2lin(Prob, idx_prod, idx_bin, idx_cont)Inputs
| Prob | Problem structure to be converted. |
|---|---|
| idx_prod | Indices for product variables. |
| idx_bin | Indices for binary variables. |
| idx_cont | Indices for continuous/integer variables. |
Outputs
| Output | Description |
|---|---|
| Prob | Problem structure with added constraints. |
Description
prod = bin * cont. The problem should be built with the extra variables prod in place of the bin * cont products.
The indices of the unique product variables are needed to convert the problem properly.
Three inequalities are added to the problem:
prod <= cont
prod >= cont - xU * (1 - bin)
prod <= xU * bin
By adding this prod will always equal bin * cont.
