On Fri, 6 Jan 2017, Andrew Makhorin wrote:

-------- Forwarded Message --------
From: Alexey Karakulov <[email protected]>
To: Michael Hennebry <[email protected]>
Cc: Andrew Makhorin <[email protected]>, [email protected]
Subject: Re: [Help-glpk] Objective function defined with max, min.
Date: Fri, 6 Jan 2017 19:46:31 +0200

Andrew & Michael,


Thanks a lot for the advice. I implemented binary variables, for f(x) =
max(x, 0). It seems to give a correct result, but works extremely slower
than LP problem. It takes like 10s for have a few dozen points with
binary variables, and I don't know how long for real problem with
hundreds of points.

How?
Details matter.
If you used a big-M method, how did you choose M?

--
Michael   [email protected]
"Sorry but your password must contain an uppercase letter, a number,
a haiku, a gang sign, a heiroglyph, and the blood of a virgin."
                                                             --  someeecards

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