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[Help-glpk] Modeling max-min or disjunction

From: Jeroen Janssen
Subject: [Help-glpk] Modeling max-min or disjunction
Date: Thu, 10 Jul 2008 19:13:15 +0200
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For a project I'm working on, I need to model things like

a >= min(b,c) and a <= max(b,c)

in a linear program/MIP program.  Obviously this is identical to modelling a 
>= b or a >= c and likewise for the maximum, but as glpsol does not support 
disjunctive programming, I am looking for a way to model these type of things 
in MIP.  I have read that there are methods for transforming disjunctive 
programs into MIP programs, but I was not able to find a document describing 
this (or the conditions under which it is possible) online.  So hopefully 
someone on this mailing list can point me in the right direction?

Kind regards,
Jeroen Janssen.

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