I have a model with constraints as shown in this link: http://i.imgur.com/PiLZLRB.gif?1
where z_{ijt} is a binary variable, and w_{kt} is a continuous variable. There are other constraints restricting the denominator of the fraction to be strictly positive. I recall reading that constraints with fractions could be written as second order cone constraints, but I'm not sure how/if that applies in this case. Any suggestions?
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Re: Is it possible to reformulate these constraints to be solvable by CPLEX?
20130224T15:56:26ZThis is the accepted answer. This is the accepted answer.It's possible to linearize this. If you multiply both sides by the denominator (maintaining the direction of the inequality, since you know the denominator is positive), you end up with quadratic terms of the form z*w (binary times continuous). Assuming that w is bounded a priori, these products can be linearized.
Paul
Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe) 
Re: Is it possible to reformulate these constraints to be solvable by CPLEX?
20130224T20:05:14ZThis is the accepted answer. This is the accepted answer.Thanks! I think this works, but I think I need an extra step and to do two types of linearizations; linearizing a product of binaries and a product of binary and continuous variables. Maybe I'm making it too complicated. Here are the steps as a link again as I'm not seeing how to do equations easily in here:
http://i.imgur.com/4UoTzCU.png 
Re: Is it possible to reformulate these constraints to be solvable by CPLEX?
20130225T23:16:04ZThis is the accepted answer. This is the accepted answer. SystemAdmin
 20130224T20:05:14Z
Thanks! I think this works, but I think I need an extra step and to do two types of linearizations; linearizing a product of binaries and a product of binary and continuous variables. Maybe I'm making it too complicated. Here are the steps as a link again as I'm not seeing how to do equations easily in here:
http://i.imgur.com/4UoTzCU.png
Paul
Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)Attachments