Sorry for the previous post, I mistakenly click the button send. My bad. Let me rephrase my problem. I need to model something similar to :
Maximize max(a, b + c + d, e + f, g+ h + i) Subject to a+b+c+d+e+f+g+h+i <= .. a + b + .. <= d + e+ + .. etc. According to this this post, I need to use the big-M method to achieve the expected behaviour. I understand the concept of big-M, but I can't figure out how to use it. -- Patrik Dufresne On Tue, Aug 20, 2013 at 6:02 PM, Patrik Dufresne <[email protected]> wrote: > > 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 >> >
_______________________________________________ Help-glpk mailing list [email protected] https://lists.gnu.org/mailman/listinfo/help-glpk
