[Help-glpk] 0-1 IP problem

[Gaurav Khanna]

hi,

I am trying to solve a 0-1 linear optimization problem
with linear constraints. I am explaining the problem i
am facing with a small example. Lets say there are
three integer variables i am trying to solve for
namely  X, Y, Z
--- "Roberson, Kelly" <address@hidden>
wrote:

> I really don't think it can, though I'm not certain.
>  I would clarify
> the problem to the list, you might get a better
> answer.
> 
> Kelly
> 
> -----Original Message-----
> From: Gaurav Khanna
> [mailto:address@hidden 
> Sent: Sunday, July 24, 2005 7:32 PM
> To: Roberson, Kelly; address@hidden
> Subject: RE: [Help-glpk] large scale 0-1 IP problem
> 
> 
> hi,
> 
> 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 ?
> 
> thanx
> gaurav
> 
> --- "Roberson, Kelly" <address@hidden>
> wrote:
> 
> > 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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> 
> 
> 
>               
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