Abstract
A mathematical programming model may contain qualitative as well as quantitative elements. One may, for example, wish to combine a rule base with numerical constraints. This raises the issue of how to represent logical constraints in inequality form so that they have a useful linear relaxation. We provide a simple recursive procedure that generates a convex hull description of any logical condition that can be written as a "cardinality rule", which seems to be a form that occurs often in practice. A cardinality rule asserts that if at least k of the propositions A1,...,Amare true, then at least l of the propositions B1,...,Bnare true. The main result of the paper is that the procedure in fact provides a convex hull description.
Original language | English |
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Pages (from-to) | 363-377 |
Number of pages | 15 |
Journal | Mathematical Programming, Series B |
Volume | 85 |
Issue number | 2 |
DOIs | |
Publication status | Published - 1 Jan 1999 |
ASJC Scopus subject areas
- Software
- Mathematics(all)