I would like to make the all three constraints as candidates such that
1. the objective maximized.
2. At least one constraint must be active
3. How many of candidate constraints are active depends on the objective optimization value.
I know this may have exponential complexity because for 3 candidates, I can have 2^3 = 8 combinations of constraints.
Are
there some ways to out all candidate in the model and solve it for one
run to get the optimal solution and let the model decide which
candidates should be active /
thanks
David