hello,
I would like to know if the following problem could be done with GLPK or
any software (free) ?
Let x(i,j) in {0,1} for i in I, and j in J, unknown variable
Let y(i,j) in R, for i in I, j in J, unknown variable
Let a(i,j), l(i,j) and u(i,j) known data
Let K an subset of IxJ, K={(ik,jk)} known
Problem:
Min sum( x( i , j ) )
subject to
$ x( ik , jk )=1 /* some x(i,j)=1,
the others could be found */
$ max y( ik , jk ) >= a( ik , jk ) + U*x(ik,jk)
subject to
linear constraint on y(i,j)
a(i,j)-l(i,j)*x(i,j) <= y(i,j) <= a(i,j)+u(i,j)*x(i,j)
thanks for your help
Alexandre DEPIRE_______________________________________________
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