> Andrew, you suggest that z= -max(x, y) (negative of max) can > be modeled through min, not z=max(x,y), is that right? >
Minimizing an objective like z = +max(x1,x2,...)+max(x3,x4,x5,...)+max(...)+ ... does not need binaries, because the objective is convex. Obviously, if the objective is the following: z = +max(x1,x2,...)-min(x3,x4,x5,...)+... we can substitute -min(x3,x4,x5,...) = +max(-x3,-x4,-x5,...). Maximization case can be derived by multiplying the latter by -1: maximize z = -max(x1,x2,...)+min(x3,x4,x5,...)+... that gives exactly the same objective as in nikel's question (note that max's have a minus sign while min's have a plus sign). _______________________________________________ Help-glpk mailing list [email protected] https://lists.gnu.org/mailman/listinfo/help-glpk
