Hi Xypron,
> GMPL supports the constant "Infinity". Unfortunately it is not
> documented.
> Could you, please, update the documentation.
> The constant is quite useful as the example below shows.
This feature is still not implemented completely.
For portability reasons "Infinity" is implemented as DBL_MAX, not as
Inf, and any attempt to use it in arithmetic operations, say if you
write "Infinity+3", will cause floating-point overflow (detected by the
mathprog translator), though the correct result must be "Infinity".
> # variable definition
> var v{s in S}, >= if s in FD then f[s] else -Infinity,
> <= if s in FD then f[s] else Infinity;
In less elegant way the same can be written as:
s.t. foo{s in FD} v[s] = f[s];
This constraint leads to implied fixed variables, which will be
substituted out and therefore removed by the LP presolver.
Andrew Makhorin
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