|Subject:||Re: [Help-glpk] 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: email@example.com [mailto:firstname.lastname@example.org] On Behalf Of Yaron Kretchmer
Sent: Monday, October 12, 2009 3:24 PM
Subject: [Help-glpk] More conditional variables fun
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
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