Dear Mr. Andrew,

I need some help in writing MILP problems in GNU MathProg can you please help 
me with this. The problem is the following:

min p #39; d
s.t. c #39;? ? S
A? ? (? + d) ? 0,
A? + (? + d) ? 0,
?1 = 0,
?n = 1;
?i  ? {0, 1} for i = 1, 2, . . . , n,
di  ? {0, 1} for i = 1, 2, . . . ,m,
?i ? [0, 1] for i = 1, 2, . . . ,m.

where p is array with m elements, d is array with m elements (binary), A is mxn 
matrix, c is array with m elements, w is binary array with m elements,
? is binary array with n elements.

Could you please help me with this, I really need this for my research.

THanks in advance.

Kind regards,
Igor Mishkovski







 


---------- Forwarded message ----------
From: Igor Miskovski <[email protected]>
Date: Tue, Mar 16, 2010 at 4:07 PM
Subject: Fwd: GNU MathProg help (whole mail)
To: [email protected]




---------- Forwarded message ----------
From: Igor Miskovski <[email protected]>
Date: Tue, Mar 16, 2010 at 4:03 PM
Subject: GNU MathProg help
To: [email protected]


Dear Mr. Andrew,

I need some help in writing MILP problems in GNU MathProg can you please help me with this. The problem is the following:

min p' d
s.t. c'ω ≤ S
Aρ − (ω + d) ≤ 0,
Aρ + (ω + d) ≥ 0,
ρ1 = 0,
ρn = 1;
ρi  ∈ {0, 1} for i = 1, 2, . . . , n,
di  ∈ {0, 1} for i = 1, 2, . . . ,m,
ωi ∈ [0, 1] for i = 1, 2, . . . ,m.

where p is array with m elements, d is array with m elements (binary), A is mxn matrix, c is array with m elements, w is binary array with m elements,
ρ is binary array with n elements.

Could you please help me with this, I really need this for my research.

THanks in advance.

Kind regards,
Igor Mishkovski



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