How do I write this conditional constraint for an optimization problem in MATLAB? 0 <= x1 <= a*x1 . If a= 0, x1=0 and when a=1 then Matlab must find x1.

How do I write this conditional constraint for an optimization problem in MATLAB? 0 <= x1 <= a*x1 . When a= 0, x1=0 and when a=1 then Matlab must find x1. The times when a = 0 and a=1 are known. Before I added this decision variable, I was solving with intlinprog now I dont know if it will still work.

[Arun]

This seems like an unconstrained optimization problem, you have some more details?

Answer 1

[Walter Roberson]

Optimize twice, once with x1 forced to 0, and the second time with x1 set to a lower bound of 0 and an upper bound of infinity. Take the better result between the two.