How to set a constraint that the variable's first column is the minimum value in the remaining columns

min is concave. So to do what you want requires introduction of binary variables to “linearize” the non-convex use of min. Look at the last bullet of https://www.fico.com/fico-xpress-optimization/docs/latest/mipform/dhtml/chap2s1.html?scroll=ssecminval to see how. I leave you to work out the details for your program.

Also, please read
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