Is it possible to define a inequality function

  • 21 November 2023
  • 0 replies

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There is an original expression:

W = xy

W, x, y are all variables.

Now I want to define a function which relax the product of two variables into two inequations:

f(AB)={AB* >= A+cB; AB*<= dA+eB} (A,B are input variables and c,d,e are parameters)

After defining the function, I want to write the primal expression to:

W = f(xy).

So the W can be relaxed into two inequations by AIMMS automatically.

Is it possible to achive this purpose in AIMMS? Or I need to do the function manually and input the inequations on my own?

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