Originally posted by: A.Omidi

Dear Mr. Fleischer

I have a question about the nonlinear term in the objective function. my model has below condition:

float ct[i]=...;
float w[i,k,s]=...;
dvar int s[i,k,s] in 0..1;
dvar float+ cd[i];
dvar float+ ddi[i];
dexpr float z = sum(i in order, j in station, k in type, t in horizon) s[i,k,s]*1/w[i,k,s]*ct[i]*ABS(cd[i]-dd[i]);

please let me know, how can I linearization of product positive continue variable and binary variable regards ABS term?

Best regards

Hi,

have you had a look at

https://www.ibm.com/developerworks/community/forums/html/threadTopic?id=aa9aa3db-4fbc-4209-a767-5b5e54902cbd&ps=25

?

regards

Originally posted by: A.Omidi

Dear Alex
your advise was very useful.
thanks so much

Best regards