I have a problem with linearizing a constraint because of the product of two continuous variables.
Suppose that the non-linear constraint is A = b + x1 x2 : A,x1,x2 are non-negative continuous variables.
How can I linearize this constraint?
I tried to reformulate it by creating two new continuous variables (y1 and y2)
where y1 = 1/2 (x1 + x2) and y2= 1/2 (x1 - x2).
In this case, the constraint also becomes non-linear.
What should I do?
question from:
https://stackoverflow.com/questions/65840341/linearize-non-linear-constraint-product-of-two-continuous-variables 与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…