On Fri, 25 Jun 2010, glpk xypron wrote:
see the example below.
if w[s] = 0 then inc[s] = 0 else inc[s] = 1
Your "if" is modelled as
s.t. indicator{s in S} :
w[s] <= M * inc[s];
M should be chosen as small as is possible without restricting
the solution.
Possibly better:
w[s] <= M[s] * inc[s]
where M[s] is an upper bound on w[s].
The difference can be important if the w's can have distinct bounds.
--
Michael [email protected]
"Pessimist: The glass is half empty.
Optimist: The glass is half full.
Engineer: The glass is twice as big as it needs to be."
_______________________________________________
Help-glpk mailing list
[email protected]
http://lists.gnu.org/mailman/listinfo/help-glpk
