Optimizing a Constraint: Reconstructing an Integer Programming Constraint More Simply

Mathematical Programming Formulation

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

\[ \sum _{j \in \text {VARS}} \Variable{Alpha[j]} \cdot x_ j \le \Variable{Alpha[0]} \]