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I have a problem which may be defined as:

max 5 x11 + 6 x12 + 2 x21 + 3 x22 st 
st.
x11,x12,x21,x22  binary
x11 + x12 = 1
x21 + x22 = 1
-25 x1 x2 >= 0

I want to check only if both x11 and x21 are 1.

How can I linearize this constraint? Or is it possible to linearize?

Thank you very much.

Erdem Akkas
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  • try to better format your post. Maybe make formulas code blocks. Also isn't this a math problem? – bolov Apr 07 '16 at 09:30
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    The last constraint makes no sense. What is the relation between ```x1, x2``` and ```x11, x12, x21, x22```? Are these variables also binary? Or are they (free) continuous variables? – mattmilten Apr 07 '16 at 18:37

1 Answers1

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"I want to check only if both x11 and x21 are 1." How about:

x11 + x21 >= 1

instead of

-25 x1 x2 >= 0
serge_k
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