
From:  Michael Hennebry 
Subject:  Re: [Helpglpk] glpsol (MIP) "w" output specification, "y" operation 
Date:  Sun, 3 May 2009 13:24:57 0500 (CDT) 
Useragent:  Alpine 1.00 (DEB 882 20071220) 
On Sun, 3 May 2009, Johannes Waldmann wrote:
I really want to encode constraints of the form z = max(x,y). (for min, likewise). I know this is not LP. There is an encoding using an additional boolean variable for each max, but I have a few hundred of these, and that's apparently too hard for the solver.
These are done with big M's. Really big big M's produce rather loose linear relaxations. To get tighter relaxations, use the smallest big M's that will work. That means doing the math.  Michael address@hidden "Pessimist: The glass is half empty. Optimist: The glass is half full. Engineer: The glass is twice as big as it needs to be."
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