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[Help-glpk] Using max on an array of decision variables


From: glpkuser
Subject: [Help-glpk] Using max on an array of decision variables
Date: Fri, 7 Sep 2007 15:34:42 -0700 (PDT)

As part of my decision variables, I will have an array of numbers, where each
element is the execution time to complete tasks at a server. The LP is to
spread some load across the servers such that the maximum completion time
across all tasks is minimised. I cannot figure out how to express this
objective.

I have something like this:

set SERVERS;
var CompletionTimes{s in SERVERS} >= 0;
s.t. compl{s in SERVERS} : CompletionTime[s] = .......;

minimize z: max(CompletionTimes{s in SERVERS}); # Doesn't work


set SERVERS := 1 2 3 4 5;

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