Sorry for the previous post, I mistakenly click the button send. My bad.
Let me rephrase my problem. I need to model something similar to :
max(a, b + c + d, e + f, g+ h + i)
a+b+c+d+e+f+g+h+i <= ..
a + b + .. <= d + e+ + ..
According to this this post, I need to use the big-M method to achieve the expected behaviour. I understand the concept of big-M, but I can't figure out how to use it.
On Tue, Aug 20, 2013 at 6:02 PM, Patrik Dufresne <address@hidden
> (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 == ...
> Patrik Dufresne
> On Mon, Aug 19, 2013 at 2:50 PM, Patrik Dufresne <address@hidden
>> I'm using glpk-java. I need to model a max() function similar to Excel.
>> max(3, 5, 7, 1) = 7
>> 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?
>> Patrik Dufresne