Title says it all. I considered the use of the big-M method for inequalities, where out of $N$ constraints, if you want to choose one of the form $f_i(x) \leq 0$ you do $f_i(x) \leq M_i (1-\delta_i)$, where $M_i$ is large enough so there are no binding constraints, but then I would have to do 10 inequalities, which seems excessive. Is there an easier way?
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The question should be clear without the title, compare https://math.meta.stackexchange.com/a/10144/42969 – Martin R Jun 13 '21 at 08:00
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By adding binary variables $b_i \in \{0, 1\}$ for each $i \in C = \{5,7, \ldots, 22\}$, you could use a SOS1-Constraint:
$$ \begin{align} x + y &= \sum_{i \in C} i \cdot b_i \tag{1} \\ \sum_{i \in C} b_i &= 1 \tag{2} \end{align} $$
joni
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