hi, thanx kelly for offering the help. i am experiencing a small problem in trying to represent my problem in a format understood by GLPK. Basically, my objective function is of the form
g = (for all x, max(f(x,y,z)) where x is bounded. and x,y,z are the 3 auxillary variables. the goal is to find x,y,z so as to minimize g. Now to represent the problem in a suitable form, i need to determine the coefficients of the goal function g which i cannot since it itself is a maximum value of function f over all values of x. Is it possible to do it in GLPK ? thanx gaurav --- "Roberson, Kelly" <[EMAIL PROTECTED]> wrote: > Gaurav, > > If you have the problem set up as an lp or mps > format, send it to me and > I'll run it for you. > > I don't think you should have a problem with it. > > Kelly > > -----Original Message----- > From: Gaurav Khanna > [mailto:[EMAIL PROTECTED] > Sent: Saturday, July 23, 2005 1:36 PM > To: [email protected] > Subject: [Help-glpk] large scale 0-1 IP problem > > > Hi, > > I have a query regarding the usage of GLPK for > a large scale 0-1 integer programming problem. Its a > 0-1 problem since all the variables in the problem > can > be either 0 or > 1. The number of variables to solve for range from > 5000-10000. The number > of constraints also range from 5000-10000. I wanted > to > ask you if the > GLPK can handle such problems with such large number > of > constraints/variables. > > thanx > gaurav > > > __________________________________________________ > Do You Yahoo!? > Tired of spam? Yahoo! Mail has the best spam > protection around > http://mail.yahoo.com > > > _______________________________________________ > Help-glpk mailing list > [email protected] > http://lists.gnu.org/mailman/listinfo/help-glpk > ____________________________________________________ Start your day with Yahoo! - make it your home page http://www.yahoo.com/r/hs _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
