[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
## Re: [Help-glpk] [Fwd: Re: fraction with vars]

**From**: |
Michael Hennebry |

**Subject**: |
Re: [Help-glpk] [Fwd: Re: fraction with vars] |

**Date**: |
Wed, 7 Aug 2013 23:51:59 -0500 (CDT) |

**User-agent**: |
Alpine 1.00 (DEB 882 2007-12-20) |

On Wed, 7 Aug 2013, Michael Hennebry wrote:

Don't know exactly what you are trying to accomplish.
In general, to model w = x * y, where range(x) is finite and all are bounded:
x = SUM k*qx[k]
k in range(x)
1 = SUM qx[k]
k in range(x)
qk[range(x)] binary
if qx[k]==1, w=k*y for k in range(x)
use the small-M method.

Possibly better, assuming w, x, y required to be non-negative:
if SUM qk[j]==1, w<=k*y for k in range(x)
j in range(x)
j<=k
if SUM qk[j]==1, w>=k*y for k in range(x)
j in range(x)
j>=k
--
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