Subsections:
The formulation shown here differs from Williams (1999) and does not require transforming the original constraint into a standard form with positive coefficients. The new constraint to be found is
![\[ \sum _{j \in \text {VARS}} \Variable{Alpha[j]} \cdot x_ j \le \Variable{Alpha[0]} \]](images/ormpex_ex180002.png){kind=small}
The formulation shown here differs from Williams (1999) and does not require transforming the original constraint into a standard form with positive coefficients. The new constraint to be found is