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Re: [Help-glpk] More conditional variables fun

From: Michael Hennebry
Subject: Re: [Help-glpk] More conditional variables fun
Date: Tue, 13 Oct 2009 07:12:10 +0400

This might bounce from the mailing list.
NDSU has been mucking with my return address.

On Mon, 12 Oct 2009, Yaron Kretchmer wrote:

> 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

You can't do this without a discrete variable.
Projecting onto the real coordinates, the feasible set is
{(c,d,e) in R**3 such that c in {d,e,0}}.
It is the union of the convex sets, not one or two.
One binary variable will not be enough.
One ternary variable might be, but I doubt it.

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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