Originally posted by: FiFila
Thanks Philippe;
"L""U" are fixed but " L' " U' '" are not fixed. X'j are decision variables (at first)
"L" and"u" are lower bound and upper bound of "xj". These are two problems. In the equations (1)(3)(4) says that each Pj (boolean variables) takes value 1 if xj variables satisfy the conditions and y (the last xj=xn) mathces the predicted class. qj are different intervals in the probelm. but in equation (5) this is vice versa. The "xj" are between two amounts (l and u) but the first formula in equation (5) state that xj (symbolic variable) can take the value "v" only if there is at least one "i" such that D(Pi) contains the value 1 and v is part of the set Si,j. Also, for the second formula in equation (5) state that each numerix xi (numeric variable) can take a value in the k-th itnerval only if there is at least one "i" such that D(Pi) contains the value 1, and it covers the interval.
Best
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