In this post you will see how to linearize max functions, min functions, and absolute value functions. These can be expressed mathematically as:

# Tag Archives: linearization

# Linearization of the product of two variables

Often when writing a model, the most straightforward way of writing a constraint is by multiplying two variables. Then, in order to solve the model we need to linearize it. There comes the problem, as I always have problems reminding how to linearize a product of variables.

# Linearizing the product of two binary variables

Suppose your model has the product , where , and are binary. There is an easy way of linearizing that equation. Add the three inequalities below