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Variable multiplications in constraints #5

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lcpz opened this issue Jun 17, 2021 · 1 comment
Open

Variable multiplications in constraints #5

lcpz opened this issue Jun 17, 2021 · 1 comment

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@lcpz
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lcpz commented Jun 17, 2021

I seem to understand that it is not possible to multiply decision variables within a constraint (e.g., x * y >= 1).

Please correct me if I am wrong (by showing me how), or consider adding such a feature.

@emallson
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you will need to implement support for indicator constraints (https://www.ibm.com/docs/en/icos/20.1.0?topic=cpxxaddindconstr-cpxaddindconstr) for MIPs, or add support for QPs for generalized multiplication support (e.g. https://www.ibm.com/docs/en/icos/20.1.0?topic=cpxxaddqconstr-cpxaddqconstr) which may require multiple callback implementations because the current implementation assumes MIP construction if I remember correctly.

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