X(i,j)-X(i,k)<={x(i)-x(j) if x(i)<x(j)<x(k)
{0 if x(i)>x(j)<x(k)
{x(i)-x(k) if x(i)<x(j)>x(k)
I seriously doubt this is convex. In particular, you cannot use variables inside if
statements; and I suspect the mixture of min
and max
statements required to accomplish this would be nonconvex.