> I would like to know if it is possible with GLPK to solve problems > with a piecewise linear objective function.
It is possible. However, you need to reformulate your problem, because glpk does not support non-linear objective and constraints. A standard way to model a piecewise objective is using SOS2 constraints, which, in turn, can be modeled as follows: http://lists.gnu.org/archive/html/help-glpk/2007-06/msg00005.html > 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. Please note that glpk is much weaker than cplex in the sense of ability to solve large or hard MIPs. > 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? Unfortunately, not. _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
