I'm not sure if this is the best forum for this post, but no single forum seems to be a better fit, and I bet the members here are familiar with the topic.(adsbygoogle = window.adsbygoogle || []).push({});

I have a problem of the form

[tex]

\begin{flalign*}

\min &\qquad& c^Tx \\

\mbox{subject to} &\qquad&Ax\ge b \\

&&Cx = d \\

&&Ex = f

\end{flalign*}

[/tex]

and I'm looking for a way to require that [tex]Ax\ge b[/tex] is held, [tex]Ex=f[/tex] is held, and from [tex]Cx=d[/tex], one constraint is chosen as part of a solution vector, and the others are ignored. Whether or not a specific row of [tex]Cx=d[/tex] is chosen is up to the objective function.

I might think that an MLCP would allow this formulation, but does anyone have further suggestions?

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# (non)linear programming with optional constraints

Can you offer guidance or do you also need help?

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