linearize equation in MILP

GAMS
1

how can i free from multiplying two variabe (below formula) in MILP


pk=pk*q


where q is binary variable and Pk is continoue variable 0<PK<1.




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2

hi, you can linearize pk2=pk*q as follows

pk2-pk= -M(1-q)

(Note: M is a sufficiently big number)

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3

infact, if pk is between 0 and 1 you can use [ pk<= q ] for linearization of this equation

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4

thanks but it does not work.

On Oct 21, 10:44 pm, Safar wrote:

infact, if pk is between 0 and 1 you can use [ pk > this equation

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