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Re: [Help-glpk] min() & max() functions alternatives to use non numeric
Re: [Help-glpk] min() & max() functions alternatives to use non numeric parameters
Thu, 28 Apr 2011 00:46:58 +0400
> I've got a problem with the max() and min() functions...
> i need to do something like this:
> in my "objective function"
> but min() accepts only numeric parameters..
> is there any alternatives?
A non-linear objective function like this
maximize z = min(x1, x2) + min(x3, x4) + ...
can be modeled within mip as follows:
z = min_x1_x2 + min_x3_x4 + ...
s.t. min_x1_x2 <= x1
min_x1_x2 <= x2
min_x3_x4 <= x3
min_x3_x4 <= x4
. . .
Note that max(x, y) = -min(-x, -y) that allows you to model objective
terms -max(x, y) thru min.