Robbie,
I noticed an inexactness in the topic
http://en.wikibooks.org/wiki/GLPK/Modeling_tips#Non-convex_functions
You write:
A nonlinear objective function in the form
maximize z = min(x1,x2) + min(x3,x4) + ...
can be modeled as an MIP ...
However, the trick is that in this case you don't need to use binary
variables at all, because you maximize a concave objective function
(this is the same case as if you minimized a convex objective function).
It seems to me that it would be better to consider minimization case,
because it is more obvious.
Best,
Andrew Makhorin
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