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RE: [Help-glpk] large scale 0-1 IP problem

From: Gaurav Khanna
Subject: RE: [Help-glpk] large scale 0-1 IP problem
Date: Sun, 24 Jul 2005 19:32:26 -0700 (PDT)


thanx kelly for offering the help.
i am experiencing a small problem in trying to
represent my problem in a format understood by GLPK.
Basically, my objective function is of the form 

g = (for all x, max(f(x,y,z)) where x is bounded.
and x,y,z are the 3 auxillary variables.

the goal is to find x,y,z so as to minimize g. Now to
represent the problem     
 in a suitable form, i need to determine the
coefficients of the goal function g which i cannot
since it itself is a maximum value of function f over
all values of x.

Is it possible to do it in GLPK ?


--- "Roberson, Kelly" <address@hidden>

> Gaurav,
> If you have the problem set up as an lp or mps
> format, send it to me and
> I'll run it for you.
> I don't think you should have a problem with it.
> Kelly
> -----Original Message-----
> From: Gaurav Khanna
> [mailto:address@hidden 
> Sent: Saturday, July 23, 2005 1:36 PM
> To: address@hidden
> Subject: [Help-glpk] large scale 0-1 IP problem
> Hi,
> I have a query regarding the usage of GLPK for
> a large scale 0-1 integer programming problem. Its a
> 0-1 problem since all the variables in the problem
> can
> be either 0 or
> 1. The number of variables to solve for range from
> 5000-10000. The number
> of constraints also range from 5000-10000. I wanted
> to
> ask you if the
> GLPK can handle such problems with such large number
> of
> constraints/variables.
> thanx
> gaurav
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