Questions tagged [linearization]
For questions related to techniques for converting nonlinear expressions in optimization models into equivalent (or approximately equivalent) linear ones.
259
questions
16
votes
1
answer
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How to linearize a constraint with a maximum or minimum in the right-hand-side?
Suppose we have three variables, $x, y, z \in \mathbb R$. How can we linearize constraints with the following structure?
$$z \geq \min(x, y)$$
$$z \leq \max(x, y)$$
- 2,521
15
votes
4
answers
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Single reference for Mixed Integer Programming formulations to linearize, handle logical constraints and disjunctive constraints, do Big M, etc?
Is there a single crisp and accessible reference which covers how to generate Mixed Integer Programming formulations to linearize products, handle logical constraints and disjunctive constraints, do ...
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36
votes
2
answers
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How to linearize the product of a binary and a non-negative continuous variable?
Suppose we have a binary variable $x$ and a non-negative continuous variable $y$. How can we linearize the product $x y$?
- 2,521
36
votes
3
answers
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How to linearize the product of two binary variables?
Suppose we have two binary variables $x$ and $y$. How can we linearize the product $xy$?
- 2,521