Andrew, you suggest that z= -max(x, y) (negative of max) can be modeled through min, not z=max(x,y), is that right?
On Wed, Apr 27, 2011 at 4:46 PM, Andrew Makhorin <[email protected]> wrote: > > I've got a problem with the max() and min() functions... > > > > i need to do something like this: > > min(120,ScorteIniziali+PrimoStd+PrimoStra)*70 > > in my "objective function" > > > > but min() accepts only numeric parameters.. > > > > is there any alternatives? > > A non-linear objective function like this > > maximize z = min(x1, x2) + min(x3, x4) + ... > > can be modeled within mip as follows: > > z = min_x1_x2 + min_x3_x4 + ... > > s.t. min_x1_x2 <= x1 > min_x1_x2 <= x2 > min_x3_x4 <= x3 > min_x3_x4 <= x4 > . . . > > Note that max(x, y) = -min(-x, -y) that allows you to model objective > terms -max(x, y) thru min. > > > > _______________________________________________ > Help-glpk mailing list > [email protected] > https://lists.gnu.org/mailman/listinfo/help-glpk > -- _________________________________________ Sent via my good, old desktop. _________________________________________ Suleyman Demirel - Office: (734) 647-3167 PhD Candidate in Operations Management Stephen M. Ross School of Business University of Michigan, Ann Arbor Web: http://www.umich.edu/~sdemirel _________________________________________
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