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I have tried to solve an optimisation problem which has quadratic constraint. I need an linearize form of the constraint. I am looking for a way to do that for the following equality constraint:

z == x*(x-y);

where x and y are continuous decision variables and:

x1 <= x <= x2;

y1 <= y <= y2;
Peter
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1 Answers1

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The idea is to first use

4xy=(x+y)*(x+y)-(x-y)(x-y)

and then use piecewise to linearize square.

I posted an example at

https://www.ibm.com/developerworks/community/forums/html/topic?id=f48c280e-144b-46aa-abb9-906a4eb4219f&ps=25

halfer
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Alex Fleischer
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