17 lines
456 B
Mathematica
17 lines
456 B
Mathematica
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function F = binary_implies_linearnegativeconstraint(f,X,M,m,eps);
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% Big-M for f<=0 iff X==1. Assumes f and X vectors of same size
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if nargin < 3 || isempty(M)
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[M,m,infbound,lowerinf,upperinf] = derivebounds(f);
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if upperinf
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warning('You have unbounded variables in an implication leading to a lousy big-M relaxation.');
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end
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end
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if all(M == 0)
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F = [f <= 0];
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elseif all(M == 1)
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F = [f <= (1-X)];
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else
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F = [f <= M.*(1-X)];
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end
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