Minimize
(c1 * x1) + (c2 * x2) + (c3 * x3) + (c4 * max(c1*x1, c2*x2, c3*x3))
subject to
#some arbitrary integer constraints:
x1 >= ...
x1 + 2*x2 <= ...
x3 >= ...
x1 + x3 == ...
--
Patrik Dufresne
On Mon, Aug 19, 2013 at 2:50 PM, Patrik Dufresne <[email protected]> wrote:
> Hello,
>
> I'm using glpk-java. I need to model a max() function similar to Excel.
> max(3, 5, 7, 1) = 7
>
> e.g.:
> a,b,c,d,e,f,g,h and i are binary variables
> m is an integer variable [0..+infinity[
>
> m <= max(a, b + c + d, e + f, g+ h + i)
>
> Any suggestion?
>
> --
> Patrik Dufresne
>
>
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