> Now I #39;d like to be able to model conditional non-binary > variables. Does anybody know how to formulate this in mathprog?
> ----------Begin Description ------------------- > *) a,b are binary > *) c,d,e is continuous. > *) I #39;d like c to be > - 0 if a=b=0 > - d if a=0,b=1 > - e if a=1,b=0 > - 0 if a=b=1 > ----------End Description "Conditional" equality constraint: t = if z then a else b where z is binary, t, a, b are continuous, can be modeled as follows: z = 1: 0 <= t - a <= 0 -M1 <= t - b <= +M2 z = 0: -M3 <= t - a <= +M4 0 <= t - b <= 0 Thus: -M3 * (1 - z) <= t - a <= +M4 * (1 - z) -M1 * z <= t - b <= +M2 * z where M1, M2, M3, M4 are appropriate "big M's". _______________________________________________ Help-glpk mailing list Help-glpk@gnu.org http://lists.gnu.org/mailman/listinfo/help-glpk