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Re: [Help-glpk] "multiplication of linear forms not allowed"

From: Michael Hennebry
Subject: Re: [Help-glpk] "multiplication of linear forms not allowed"
Date: Sun, 21 Oct 2012 15:17:35 -0500 (CDT)
User-agent: Alpine 1.00 (DEB 882 2007-12-20)

On Sun, 21 Oct 2012, Meketon, Marc wrote:

Xypron used "M" as a large constant (e.g., 9999).  Not as a binary variable.

param M := 9999;

var B{J,K} >= 0;

s.t. a{j in J}: -M*sum{k in  K}B[j,k] <= A[j] <= M*sum{k in K}B[j,k];

Simply picking a large value for one's big M is a bad idea.
One should try to at least approximate the smallest valid value.
M appears twice.
Probably they should be two different big Ms.

Michael   address@hidden
"On Monday, I'm gonna have to tell my kindergarten class,
whom I teach not to run with scissors,
that my fiance ran me through with a broadsword."  --  Lily

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