I am working on an optimization problem. In order to solve it using CPLEX, we need to linearize the non-linear constraint stated in the following.
$$\left(\sum_{i,j \in A}\mu _{i,j}X_{i,j,t}\right) ^2 \ge \sum_{i,j \in A}\sigma_{i,j}^2X_{i,j,t}$$
Where $X_{i,j,t}$ is binary variable and all remain ones are parameters.
One approach is to expand the square and linearize each resulting product of binary variables in the usual way.
Alternatively, just use the MIQCP solver in CPLEX.