Thanks Andrew. And how about having an "OR" constraint, as in a > 2 or b < 4
Regards Yaron On 8/21/07, Andrew Makhorin <[EMAIL PROTECTED]> wrote: > > > Is it possible to capture constraints of the form > > > max(a,b) - min(c,d) > X or max(e,f) - min(g,h) > Y > > > > in glpk? > > Non-linear constraints are not allowed in glpk. However, you can > reformulate them using binary variables. > > Let f(t) = (if t < 0 then 0 else t). Then, obviously, > > max(p,q) = p + f(q - p) > > min(p,q) = p - f(p - q) > > Assuming that t_min <= t <= t_max the function f(t) can be modeled as > follows: > > t = t1 + t2 > > f = t2 > > (1 - z) * t_min <= t1 <= 0 > > 0 <= t2 <= z * t_max > > where z is a binary variable (z = 0 means that t_min <= t <= 0 and > z = 1 means that 0 <= t <= t_max). > >
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