
From:  Yaron Kretchmer 
Subject:  Re: [Helpglpk] More conditional variables fun 
Date:  Mon, 12 Oct 2009 13:52:15 0700 
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: helpglpkbounces+larry.d'agostino=gmacrescap.com@gnu.org [mailto:helpglpkbounces+larry.d'agostino=gmacrescap.com@gnu.org] On Behalf Of Yaron Kretchmer
Sent: Monday, October 12, 2009 3:24 PM
To: helpglpk
Subject: [Helpglpk] 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 nonbinary 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
Kretch
[Prev in Thread]  Current Thread  [Next in Thread] 