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Re: [Help-glpk] A MathProg question


From: glpk xypron
Subject: Re: [Help-glpk] A MathProg question
Date: Tue, 13 Nov 2012 15:31:01 +0100

Hello Reg,

sum{i in I} w[i]
is a linear function of w[i].

max{i in I} w[i]
is not a linear function of w[i].

GLPK can only solve linear problems.

You can still solve your problem as follows:

var w{i in I};
var obj;
minimize err: obj;
s.t. c{i in I} obj >= w[i];

Best regards

Xypron

-------- Original-Nachricht --------
> Datum: Tue, 13 Nov 2012 05:54:03 -0800 (PST)
> Betreff: [Help-glpk] A MathProg question

> 
> 
> Why is:
> 
> minimize err : sum{i in I} w[i];
> 
> acceptable, but:
> 
> minimize err : max{i in I} w[i];
> 
> is not?
> 
> I can get the desired result by following example cf12b.mod, but I'm
> puzzled why glpsol 4.47 emits an error.  From reading the manual, I'd expect
> that any of the  iterated operators would be linguistically interchangeable w/
> sum.
> 
> Thanks,
> Reg
> 
> 
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