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[Help-glpk] complex objective expression


From: Ilya Orlov
Subject: [Help-glpk] complex objective expression
Date: Thu, 12 Nov 2009 21:17:31 +0300

I #39;d like to solve a set covering problem, very close to described in this 
article (http://www.ibm.com/developerworks/linux/library/l-glpk3/), but I dont 
know if it is possible at all using glpk.



I have a list of items. Each item have type and values for several params: 

item id      type     param1     param2     param3

1               1           1             0               1

2               1           2             0               1

3               2           2             1               0



and so on..



I need to select one item of each type and I created such program with first, 
very simple objective function - maximize sum of all parameters for choosen set 
of items:



maximize z: sum {i in ITEMS, j in PARAMS} y[i] * params[i,j];



But in real task objective function should be much more complex. 

1. for each parameter should be function like param1Fn(param1_value) := c0 + 
(c1 / (1 + e^(s2 *(param1_value + a3 + a4 * param1_value * a5) ) ) );

2. objective function should be combination of all params functions, like z = ( 
param1Fn(param1) / const1 ) * param2Fn(param2) etc..



Is it possible to create such objective function using glpk?



Thanks,

Ilya

 
I'd like to solve a set covering problem, very close to described in this article (http://www.ibm.com/developerworks/linux/library/l-glpk3/), but I dont know if it is possible at all using glpk.
I have a list of items. Each item have type and values for several params: 
item id      type     param1     param2     param3
1               1           1             0               1
2               1           2             0               1
3               2           2             1               0
and so on..
I need to select one item of each type and I created such program with first, very simple objective function - maximize sum of all parameters for choosen set of items:
maximize z: sum {i in ITEMS, j in PARAMS} y[i] * params[i,j];
But in real task objective function should be much more complex. 
1. for each parameter should be function like param1Fn(param1_value) := c0 + (c1 / (1 + e^(s2 *(param1_value + a3 + a4 * param1_value * a5) ) ) );
2. objective function should be combination of all params functions, like z = ( param1Fn(param1) / const1 ) * param2Fn(param2) etc..
Is it possible to create such objective function using glpk?
Thanks,
Ilya

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