Re: Constraint on a binary variable

On Wed, 30 Jun 2021, Philippe Jugla wrote:

> In my model, I have a variable "p" which has an upper bound pmax := 2.5 and a lower bound pmin := -2.5.
> I would simply like to add a binary variable "sign" which takes the values :
>
> 1 if variable p is positive
> 0 if variable p is negative (or vice-versa)

A solution is the convex hull of two line segments in (sign, x)-space:
(0, -2.5) (0, 0) and
(1,    0) (1, 2.5)

This is 2-dimensional and the parallelogram is easily drawn.
Two of the sides are 0<=sgn<=1 .
The other two are -2.5 <= p - 2.5*sign <= 2.5 .

No need to play games with the objective function.

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Michael   [email protected]
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