The following: http://hutchies.iconbar.com/bigm.html
reaches an interesting conclusion: Some would say that the Big M method is utterly needless and fiddly and begs to be destroyed from human knowledge. Others would counter that it removes the need for two objective functions in two-stage simplex and that its premises are actually rather elegant. I am inclined to agree with the former party; however, since it is a proven fact that most mathematicians are insane intelligence-masochists, forever seeking techniques that will cause their minds yet more pain, it seems unlikely that this method will disappear in the foreseeable future. I hope this explanation of its workings has given the reader the reserves of courage and understanding needed for them to weather the difficult period until the happy day when Big M is once again no more than a letter of the alphabet. I think (I won't comment on agreement or otherwise with the above, other than to say 1) former sounds good to me; 2) I assume he means the Arabic Alphabet rather than the Bulgarian, aka azbuka): GLPK already implements part of a surreal number system, with minimum mip gap, which allows one to define a number smaller than any positive number in the number system but greater than zero. Whats required is a number greater than any number in the number system, such that any operation performed on it results in a number outside the real number system. -- Nigel Galloway [email protected] On Fri, Dec 16, 2011, at 09:29 PM, Xypron wrote: > Hello Andrew, > > users of GLPK have had often had problems with the accuracy of big M > formulations. > > In CPLEX big M formulations can be replaced by indicator constraints. > This is a constraint switched on and off by a binary. > http://yalma.fime.uanl.mx/cplex11-manual/Content/Optimization/Documentation/CPLEX/_pubskel/XPlatform/User_man747.html > http://www.ampl.com/MEETINGS/TALKS/2011_11_Charlotte_TD18.pdf > > I guess this would also be a good feature for GLPK. > > Best regards > > Xypron > > _______________________________________________ > Help-glpk mailing list > [email protected] > https://lists.gnu.org/mailman/listinfo/help-glpk > -- http://www.fastmail.fm - Choose from over 50 domains or use your own _______________________________________________ Help-glpk mailing list [email protected] https://lists.gnu.org/mailman/listinfo/help-glpk
