[Cmpl] Linearizing a nonlinear objective function

[Indrajit Sen Gupta]

Hi All,

I had a basic question regarding linearizing non-linear objective
functions. Currently the software that we have is running into issues as it
does not support non-linear objective function along with binary decision
variables.

One part of the objective function looks something like this:

constant * (1 - x[j]) * x[k]

where x's are binary variables (0/1). Is there a way to linearize the
objective function in such situations?

Regards,
Indrajit
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