|Subject:||Re: [Help-glpk] Asking information on modelling conditional constraints|
|Date:||Mon, 22 Feb 2016 16:00:25 +0200|
Good evening to everyone.I am facing a rather peculiar situation which is as follows:I have a MIP problem with several constraints (about five). All of them have the same type (with different parameters, though).The form of these constraints is:Let U denotes some integer variables (indices not included for simplicity reasons), where- Lower <= U <= Upper (where -Lower and Upper depend on the variable U)Let D be a binary variable.I mast model the following:D = 1 if U > 0 (i.e. 1 <= U <=Upper) and D = 0 otherwise (i.e. -Lower <= U <= 0). [Rel 1]I have tested the following model: U <= Upper*D U + Lower >= (Lower + 1)*DAs it is easily verified these two constraints ensure the relation [Rel 1].Now, I noticed that if I exclude the second form of constraints () from my model at all, an error occurs . To be more exact, D takes wrong value, when -Lower <= U <= 0.At the other hand, if I include both  and , the solution is correct but the execution time is too much while the value of objective function is high. (but correct).To make things even more complex, I noticed that when I exclude again the form  from all my constraints, but I keep it in only one of them, the model works perfectly. The execution is done fast and the objective value is almost optimal.Now the question is: in order to model a condition like [Rel 1] are both  and  constraints necessary or  should be enough?Thanks in advance for spending your time on my issue and for any answer.
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