Hello Juliana,For a reference see the API documentation in doc/glpk.pdf in the distribution tarball available at ftp://ftp.gnu.org/gnu/glpk/glpk-4.39.tar.gz Have a look at the examples the examples folder and in glpk-java available at http://glpk-java.sourceforge.net/
Consider using modeling language GNU Mathprog available in GLPK.
sum[i=m to N] x_i((a_i) + (b_i*y_i)) + sum[i=1 to N] b_i*y_iis not a linear term because it contains the product of two variables x_i * y_i.
If you want to use a MILP solver like GLPK you will have to reformulate your problem, e.g.
maximize obj :
sum{i in m..N} w[i] + sum{i in 1..N} b[i]*y[i];
s.t. c1{i in m..N} :
w[i] <= a[i] + b[i] * y[i];
s.t. c2{i in m..N} :
w[i] <= x[i] * M;
Best regards
Xypron
Juliana Freitag wrote:
Hi everybody,is it possible to model the function below using GLPK API? sum[i=m to N] x_i((a_i) + (b_i*y_i)) + sum[i=1 to N] b_i*y_i a and b are constants x is a binary variable y is a integer variableThank you, Juliana.
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