Hello guys,
I need help on the Charnes Cooper Transformation.
This is my optimization problem in generic form
This is the corresponding approach I used from Davis (2008) for now but there's a slight change in my objective function:
I'd like to add the factor loss to my objective so how does it change the linearized model then? Thanks for your help!
I need help on the Charnes Cooper Transformation.
This is my optimization problem in generic form
This is the corresponding approach I used from Davis (2008) for now but there's a slight change in my objective function:
I'd like to add the factor loss to my objective so how does it change the linearized model then? Thanks for your help!