Suppose we have a problem where there is a variable $v\in R$ such that $v\ge 0$ and a variable $y\in Z$ such that $y\in \{0,1\}$.
I want to set up a linear restriction such that $y=1$ iff $v>0$.
How can I do that?
Half hearted attempt:
If we have an additional constraint that $v < M$ for some constant $M$, then we can set up the two following constraints:
- $\frac{v}{M} - y \le 0$
- $y - v < 1$
These constraints are not exactly what I am looking for because a) $v$ is not upper bounded in my problem and b) I cannot use integer programming techniques when there are strict equalities involved.
Hopefully this illustrates what I am after though.