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具有阶跃函数的目标函数的优化

更新时间:2023-11-23 21:46:04

可以使用混合整数编程求解器精确地解决此问题.我在

This problem can be solved exactly using a mixed-integer programming solver. I explain the details in my answer to your Math SE post ; summarizing, you need to introduce a binary variable and a linear inequality for each term in the objective function involving a Heaviside step function.