hi,

Hope this helps

http://www.ibm.com/developerworks/forums/thread.jspa?threadID=332800

min max {x,y}


then you can model it with an auxiliary variable z as follows:

min z
   s.t. x - z <= 0
        y - z <= 0

Regards,
Sarad.



On Tue, May 1, 2012 at 1:31 PM, Andrew Makhorin <[email protected]> wrote:

> -------- Forwarded Message --------
> From: Humayun Arafat <[email protected]>
> Reply-To: Humayun Arafat <[email protected]>
> To: [email protected] <[email protected]>
> Subject: help on min max problem
> Date: Mon, 30 Apr 2012 08:22:36 -0700 (PDT)
>
> Hi,
>
>
> I need to perform a min max using linear programming tool.
> I have to perform this using C api in glpk
>
>
> This is my equation.
> min(    max(   f1(x)    ,    f2(x)   ))
>
> Can you please help me on how I can put it in glpk using C API?
>
>
> thanks
> Sagor
>
>
> _______________________________________________
> Help-glpk mailing list
> [email protected]
> https://lists.gnu.org/mailman/listinfo/help-glpk
>



-- 
Patience, Persistence & Truth
-Sarad A.V
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