Hello Andrew, users of GLPK have had often had problems with the accuracy of big M formulations.
In CPLEX big M formulations can be replaced by indicator constraints. This is a constraint switched on and off by a binary. http://yalma.fime.uanl.mx/cplex11-manual/Content/Optimization/Documentation/CPLEX/_pubskel/XPlatform/User_man747.html http://www.ampl.com/MEETINGS/TALKS/2011_11_Charlotte_TD18.pdf I guess this would also be a good feature for GLPK. Best regards Xypron _______________________________________________ Help-glpk mailing list Help-glpk@gnu.org https://lists.gnu.org/mailman/listinfo/help-glpk
