Sign of a Linear Expression in Mixed Integer Linear ProgrammingI have a question about a...





Sign of a Linear Expression in Mixed Integer Linear Programming
I have a question about a system in mixed integer programming I am trying to solve using GLPK though the question mathematical and is software agnostic.
I have converted the whole problem to linear equations and inequalities except for one part. Suppose I have a real number x and a binary variable b (either 0 or 1). How can I "tie them together" such that x > 0 if and only if b = 1?

Answer & Explanation




2022-07-01Added 22 answers

0.001 b x U b
where I assume 0 x U.
I don't see how this particular formulation is related to NP-completeness. If you are worried about the complexity of this don't use a MIP model at all but rather use a heuristic (even this may be overstating things as state-of-the-art MIP solvers actually use lots of heuristics internally).

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