Hi guys,
I am new to nlopt. I have a nonlinear optimization problem like:
object: Max{ Sum((1-(1-Pi*x1)*(1-Pi*x2)*(1-Pi*x3))*Ri) } (0<i<4 and Pi, Ri
is constant)
subject: x1+x2+x3 <= 2
xi is dummy variable which means it can only choose 0 or 1 value. Is there
any API I can use to play with such dummy variables? For example, is it
possible that I could use some API like the bounds setting APIs to fix the
variables value to 0 or 1.
Thank you very much.
Best,
Kevin
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