> For a project I'm working on, I need to model things like > a >= min(b,c) and a <= max(b,c) > in a linear program/MIP program. Obviously this is identical to > modelling a >= b or a >= c and likewise for the maximum, but as glpsol > does not support disjunctive programming, I am looking for a way to > model these type of things in MIP. I have read that there are methods > for transforming disjunctive programs into MIP programs, but I was not > able to find a document describing this (or the conditions under which > it is possible) online. So hopefully someone on this mailing list can > point me in the right direction?
For modeling min and max see: http://lists.gnu.org/archive/html/help-glpk/2007-08/msg00026.html For modeling disjunctive constraints see: http://lists.gnu.org/archive/html/help-glpk/2007-08/msg00028.html _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
