I am trying to solve an optimization problem in which one of the constraints is : x*y=0, where x and y are decision variables and only x or y can be positive. In other words, if x!=0 then y=0 and if y!=0 then x=0. Please help
Linearize if statement in MILP constraint
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Assumption:
xandyare nonnegativeInfer upper-bounds
UB_xandUB_yforx,yIntroduce new boolean variable
bAdd constraints: