creating a decision variable which is binary but also could be range

[DanielZhang]

Hi guys,

In the proc optmodel, I am trying to make a water valve as a decision variable. It could be either on and off, once it on, it is limited in range from 200 to 1000. How should I set up this? Thank you.

[sertalpb · Accepted solution]

Hi,

Here is a way to do it:

proc optmodel;
   var valve binary;
   var flow;
   con flow_lb: flow >= valve * 200;
   con flow_ub: flow <= valve * 1000;
quit;

You are adding a binary variable for the valve (on/off behavior) and another one for the numerical value you want.