Group: sci.op-research
From: "minbenh@gmail.com"
Date: Sunday, April 06, 2008 10:13 PM
Subject: How can I define such constraint in linear way?

Suppose I have a continuous variable X (it can be negative) and two
constants a and b, I want to define a variable Y and let Y equal to
a*X(if X>=0) or b*X(if X <0), how can I define such constraint in
linear way?I