On Tue, 20 Aug 2013, Patrik Dufresne wrote:
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.
To model
z=max{ x[j] : j in indices } :
for j in indices :
z >= x[j]
b[j] binary
if 1==b[j], z<=x[j] // needs little-M method, z-x[j] must have bound
SUM b[j] == 1
j in indices
--
Michael [email protected]
"On Monday, I'm gonna have to tell my kindergarten class,
whom I teach not to run with scissors,
that my fiance ran me through with a broadsword." -- Lily
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