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Re: [Help-glpk] Improving the execution time of the MILP program

From: Michael Hennebry
Subject: Re: [Help-glpk] Improving the execution time of the MILP program
Date: Thu, 7 Jan 2016 12:20:59 -0600 (CST)
User-agent: Alpine 1.00 (DEB 882 2007-12-20)

On Thu, 7 Jan 2016, esma mehiaoui wrote:

Is it true that the expression of the logical constraint (a and b) with the following 
constraints { x <=a ; x <= b ; a+b <= x+1} is less time consuming then its expression 
with the only constraint 0 <= a + b – 2x <= 1 ? 

It took me a while to suspect the by "logical constraint"
you meant that a, b and x were binary variables.

Quite probably, it is true.
The linear relaxation of the former is tighter than that of the latter.
Assuming the linear relaxation includes 0<=a,b,x<=1,
The first set of constraints defines the convex hull.
Tighter is not possible with linear constraints.
The second set of constraints allows a=1=b, x=0.5 ,
but the first does not.

Another question, in my program i have a constraint that computes the value of 
the variable V as the sum of variables V1, V2 and V3 (V=V1+V2+V3 ). My problem 
is that the value of V is integer and it sould be real. For instance, V= 23 
rather than 23.3. Do you have any suggestion for the origin of the problem ?

Perhaps you have a flag that says all variables are integer.

Michael   address@hidden
"Sorry but your password must contain an uppercase letter, a number,
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