Re: [Help-glpk] Model min() or max() function

[Patrik Dufresne]

Minimize
    (c1 * x1) + (c2 * x2) + (c3 * x3) + (c4 * max(c1*x1, c2*x2, c3*x3)) 
subject to
    #some arbitrary integer constraints:
    x1 >= ...
    x1 + 2*x2 <= ... 
    x3 >= ...
    x1 + x3 == ...

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Patrik Dufresne

On Mon, Aug 19, 2013 at 2:50 PM, Patrik Dufresne <address@hidden> wrote:

Hello,

I'm using glpk-java. I need to model a max() function similar to Excel.

max(3, 5, 7, 1) = 7

e.g.:

a,b,c,d,e,f,g,h and i are binary variables

m is an integer variable [0..+infinity[

m <= max(a, b + c  + d, e + f, g+ h + i)

Any suggestion?

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Patrik Dufresne