Hi, I would like to know if it is possible with GLPK to solve problems with a piecewise linear objective function.
I currently work on a model for supply chain planning which uses a term in the objective funktion with is equal to zero as long as the value of a decision variable is greater than a given constant value, and wich is equal to the product of a cost constant and the difference of the constant and the decision variable. I use ILOG OPL Studio for developing the model and CPLEX for solving it. Recently I got the hint to look for GLPK, so I made it running on my PC and ported the model. Everything is fine except the piecewise objective term. (In ILOG OPL I modeled it with a function within the objective function: maximize sum(...) ... + cost * maxl(0, constant - Variable); ) BTW: is there any GUI for GLPK which has similar functionality like OPL Studio for CPLEX? ---- Prof. Dr.-Ing. Hartwig Baumgärtel Hochschule Ulm - University of applied sciences Institut für Betriebsorganisation und Logistik Prittwitzstrasse 10 89075 Ulm Germany e-mail: [EMAIL PROTECTED] Web : http://www.hs-ulm.de/baumgaertel Tel : +49 731 50 28 281 -- _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
