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I have a linear integer program that has constraints like these:

$$\sum_{i=1}^kw_{ij}x_{ij}\leq C+\min\limits_{i}\left(x_{ij}a_{ij}\right), \forall\,j\in\{1,\dots,k\},$$ where $k$, $C$, $w_{ij}$ and $a_{ij}$ are all parts of the input. Note that $k$, $C$ and $w_{ij}$ are positive integers but $a_{ij}$ are integers (it could positive or negative).

Here the variables are $x_{ij}$ which are in $\{0, 1\}$.

Is there a way to simplify these constraints?

1 Answers 1

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You can expand the constraint by introducing a constraint of the form

$$\sum_{i=1}^kw_{ij}x_{ij}\leq C+\left(x_{ij}a_{ij}\right), \forall i, j,$$

Since if you're less than the minimum, you're less than each term in the minimum.

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    And I didn't think it was that simple.2017-01-22