Dear R users,
Imagine please an optimization problem:
minimize sum S1+S2
Subject to : y - x =< a + S1
x - y =< a + S2
and we want to add two more constraints:
y - x =< b - S3
x - y =< b - S4
where a is a small constant value and b is a large constant value, S1 and S2
are surplus and S3 and S4 are slack variables.
S3 and S4 have to be maximized, not minimized in objective function. But how
to write this?
Is this correct? :
minimize sum S1+ S2 - S3 -S4
where actually we want to minimize S1 and S2; and maximize S3 and S4.
If it is not correct, how to formulate this? what to do ?
Thank you for any guide.
Tobias
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