where:
(2) corresponds to the continuous variables
disaggregation,
(3) are the original constraints of each
disjunction term where continuous variables
are replaced by the disaggregated variables,
(4) only one disjunction term must be true,
(5) bounds on the discrete variables y,
(6) bounds on the dissagregated variables.
Example:
Having the same example as the BigM relaxation:
 |
(7) |
 |
|
The
feasible region of this disjunction is:

The
equations for the convex hull are as follows:

The
feasible region of the convex hull relaxation
is as follows:
