Optimizing a Constraint: Reconstructing an Integer Programming Constraint More Simply

Constraints

The following constraints are used in this example:

  • bounds on variables

  • for $j \in \text {VARS0}$,

    \[ \Variable{Alpha[j]} = \Argument{a[j]} \cdot \Variable{Scale[j]} \]

  • for $\text {point} \in \text {FEAS}\mr{\_ }\text {POINTS}$,

    \[ \sum _{j \in \text {VARS}} \Variable{Alpha[j]} \cdot \Argument{x\_ feas[point,j]} \le \Variable{Alpha[0]} \]

  • for $\text {point} \in \text {INFEAS}\mr{\_ }\text {POINTS}$,

    \[ \sum _{j \in \text {VARS}} \Variable{Alpha[j]} \cdot \Argument{x\_ infeas[point,j]} \ge \Variable{Alpha[0]} + 1 \]