Dmitry Volodin edited Now_this_is_what_we__.tex  about 8 years ago

Commit id: 0d5b79a51e34b9cb397a92a839f8e08b09eaa54d

deletions | additions      

       

\end{equation}  The $g_u\omega^l_u$ is equal to zero if lower limit for $g_u$ is $0$.  The $g_u\omega^u_u$ is equal to $\hat{g}_u\omega^u_u$ due to complementarity slackness, which were already linearized above.  The $g_u\hat{c}_u$ is linearized in similar way by introducing $\dot{\hat{c}}_u$ (GODDAMNIT! hatdot) $\dot{g}_u$ and with $\hat{c}_u=\sum_i a_{iu}^c y_{iu} + a_{0u}$ we add the following equations  \begin{align*}  0&\leq \dot{g}_{iu} \leq g_u \\  g_u &\leq \dot{g}_{iu} + (1 - y_{iu})M \leq M  \end{align*}