[Top][All Lists]
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: [Help-glpk] LP problem with variable coeffcients (parametric LPsimpl
From: |
Andrew Makhorin |
Subject: |
Re: [Help-glpk] LP problem with variable coeffcients (parametric LPsimplex) |
Date: |
Wed, 06 Apr 2011 02:25:10 +0400 |
> Suppose that my cost function depends on a SOS with 4 variables, i.e.
> 4 regions where I decide to linearise my cost function. When I say
> cost function I mean a function describing total cost of production if
> production falls into that region, not unitary cost of production as I
> meant in my original post.
You may look at the following note:
http://winglpk.sourceforge.net/media/glpk-sos2_02.pdf
which explains how to model non-convex piecewise linear functions and
sos2 constraints with binary variables.