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Re: [Help-glpk] [Fwd: Re: Objective function defined with max, min.]
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From: |
Michael Hennebry |
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Subject: |
Re: [Help-glpk] [Fwd: Re: Objective function defined with max, min.] |
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Date: |
Fri, 6 Jan 2017 13:04:58 -0600 (CST) |
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User-agent: |
Alpine 2.20 (DEB 67 2015-01-07) |
On Fri, 6 Jan 2017, Andrew Makhorin wrote:
-------- Forwarded Message --------
From: Alexey Karakulov <address@hidden>
To: Michael Hennebry <address@hidden>
Cc: Andrew Makhorin <address@hidden>, address@hidden
Subject: Re: [Help-glpk] Objective function defined with max, min.
Date: Fri, 6 Jan 2017 19:46:31 +0200
Andrew & Michael,
Thanks a lot for the advice. I implemented binary variables, for f(x) =
max(x, 0). It seems to give a correct result, but works extremely slower
than LP problem. It takes like 10s for have a few dozen points with
binary variables, and I don't know how long for real problem with
hundreds of points.
How?
Details matter.
If you used a big-M method, how did you choose M?
--
Michael address@hidden
"Sorry but your password must contain an uppercase letter, a number,
a haiku, a gang sign, a heiroglyph, and the blood of a virgin."
-- someeecards