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RE: [Help-glpk] More conditional variables fun

From: D'Agostino, Larry - TX
Subject: RE: [Help-glpk] More conditional variables fun
Date: Mon, 12 Oct 2009 15:41:41 -0500

Try thinking in terms of a Big M or large variable method.  For instance…


continuous variable _expression_  <  (some large number) (binary variable)


so you may do


_expression_ <= M * (a + b)


where M is a very large number


From: help-glpk-bounces+larry.d'address@hidden [mailto:help-glpk-bounces+larry.d'address@hidden On Behalf Of Yaron Kretchmer
Sent: Monday, October 12, 2009 3:24 PM
To: help-glpk
Subject: [Help-glpk] More conditional variables fun


Hi There.
Using feedback I got from the mailing list, I was able to formulate binary conditional variables.

Now I'd like to be able to model conditional non-binary variables. Does anybody know how to formulate this in mathprog?

----------Begin Description -------------------
*) a,b are binary
*) c,d,e is continuous.
*) I'd like c to be
    - 0 if a=b=0
    - d if a=0,b=1
    - e if a=1,b=0
    - 0 if a=b=1
----------End Description

Thanks much

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