David's solution shows you why your formulation has become linearized but non-binary. You could also try printing out the problem in LP or MPS format to see all the resulting constraints.
You asked about a formulation that continues to be purely binary. Here's one way to do that:
Transforming this to a purely binary formulation
Here's a way to keep the problem with Max() also binary. It involves additional aux. variables, but it is relatively straight-forward once you apply the standard if-then IP tricks.
First, let's list out the four possible cases in a simple table, and see what values the max() term can take. These cases are mutually exclusive.
x3 | x4 | max (c3.x4, c4.x3)
-------------------------------
0 | 0 | 0
1 | 0 | c3
0 | 1 | c4
1 | 1 | max(c3, c4) - a constant
Now, let C34
be the max(c3, c4). Note that C34
is a number, not a variable in the problem. We need this for the new Objective function.
Introducing new binary variables
For each of the four cases above, let's introduce an auxiliary BINARY variable. For clarity, call them y0, y3, y4, y34.
Only one of the cases in the table above can hold, so we add:
y0 + y3 + y4 + y34 = 1
yi are BINARY
Now, all that remains is to add linking constraints that ensure:
If x3=0 AND x4=0 then y0=1
If x3=1 AND x4=0 then y3=1
If x3=0 AND x4=1 then y4=1
If x3=1 AND x4=1 then y34=1
We can ensure that by adding a pair of linear constraints for each of the conditions above.
2 y0 <= (1- x3) + (1 -x4)
(1-x3) + (1-x4) <= y0 + 1
2 y3 <= x3 + (1-x4)
x3+(1-x4) <= y3 + 1
2 y4 <= x4 + (1-x3)
x4+(1-x3) <= y4 + 1
2 y34 <= x3 + x4
x3+x4 <= y34 + 1
The new objective function now becomes:
Minimize f = (c1*x1) + (c2*x2) + (c5*x5) + 0*Y0 + C3*Y3 + C4*Y4 + C34*Y34
Notice that we don't have the Max() term anymore in the objective function. And all x and y variables are binary. All your original constraints plus the new ones above (8+1 = 9 of them) should be included. Once you do that, you can use cplexbilp
because it is a pure BILP problem.
Hope that helps.