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[Help-glpk] glpk wikibook, modeling tips

From: Andrew Makhorin
Subject: [Help-glpk] glpk wikibook, modeling tips
Date: Mon, 09 May 2011 20:46:37 +0400


I noticed an inexactness in the topic

You write:

        A nonlinear objective function in the form
        maximize z = min(x1,x2) + min(x3,x4) + ...
        can be modeled as an MIP ...

However, the trick is that in this case you don't need to use binary
variables at all, because you maximize a concave objective function
(this is the same case as if you minimized a convex objective function).
It seems to me that it would be better to consider minimization case,
because it is more obvious.


Andrew Makhorin

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