Turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

Options

- RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Mute
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

Posted 11-29-2016 12:08 PM
(1131 views)

Hi. I have a binary variable and a nonlinear constraint in my model. Since I dont want to use MINLP I would like to change my non-linear constraint to a linear one and use MILP.(If it is possible). I could not convert the constraint yet so I thought maybe you have an idea.

I have two variables as "D" and "Ad" and the condition is:

if D<0 then Ad=D

if D>=0 then 0<=Ad<=D

I model the constraint as

(D-|D|)/2<= Ad <=D

so the left side takes "D" if "D" is negative and "Ad" will be equal to "D" and it takes 0 if "D" is positive. I could not change this problem to linear. I know we can use binary variable to change absolute value to the linear form but since I already have a binary variable, by adding a new one the size will be huge and it is not solvable with the memory we have. I appreciate any idea you have.

2 REPLIES 2

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

Assuming D is bounded both above and below, you can linearize this as follows:

```
var X binary;
con C1:
Ad <= D;
/* if X = 1 then D <= 0 else redundant */
con C2:
D <= D.ub * (1 - X);
/* if X = 1 then D <= Ad else redundant */
con C3:
D - Ad <= (D.ub - D.lb) * (1 - X);
/* if X = 0 then D >= 0 else redundant */
con C4:
D >= D.lb * X;
/* if X = 0 then Ad >= 0 else redundant */
con C5:
Ad >= D.lb * X;
```

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

**SAS Innovate 2025** is scheduled for May 6-9 in Orlando, FL. Sign up to be **first to learn** about the agenda and registration!

Multiple Linear Regression in SAS

Learn how to run multiple linear regression models with and without interactions, presented by SAS user Alex Chaplin.

Find more tutorials on the SAS Users YouTube channel.