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Nonlinear objectives, nonlinear constraints, non-convex objective, non-convex feasible region.

1 vote

Formulating a problem as a mixed-integer conic program

The only option I see is to exploit the fact that $x$ is binary, so in each step of each product you are either multiplying $1$ or $b_i$ on top of what you already had. If $s,t$ are continuous variabl …
Michal Adamaszek's user avatar
3 votes
Accepted

Linear optimization with one positive definite quadratic equality condition in P?

The following conditions $$ \begin{array}{l} y=\sum x_i^2\\ 0\leq x_i\leq 1\\ y=\sum x_i \end{array} $$ are equivalent to $x_i\in \{0,1\}$, which means your construction allows you to introduce bina …
Michal Adamaszek's user avatar