I have a continuous variable $x_{ij}\in[0,1]$ and I need to write the following constraint:
$$M_i-m_i+1\leq C_i$$ where $M_i=\max\{j: x_{ij}>0\}$ and $m_i=\min\{j: x_{ij}>0\}$
For a minimization problem, when running a branch & bound algorithm, I understand that:
Every integer feasible solution provides an upper bound on the
optimal objective value of the original problem.
The lower bound for each branch-and-bound node arises from solving the linear programming relaxa...