Re: [Help-glpk] Subject to two conditions

[João Vilela]

True! I've tested it and values that are too large spoil the picture. 
But with more reasonable values it works like a charm.

Thank you for your help,
João

Em 10/11/10 16:00, Michael Hennebry escreveu:
> On Wed, 10 Nov 2010, Suleyman Demirel wrote:
>
> > Usually, if you have an either/or constraint, you should define a binary
> > variable, say y, taking only 0-1 value. If y=0, the sum is less than 
> > zero,
> > if y=1, the sum is greater than two.
> >
> > Let M be a very large number (M=100000000000).Then, you should have two
> > constraints as follows.
>
> Nyet.
> M should be the smallest value which will work.
> Merely large values give loose constraints.
> Truly huge values can cause numerical difficulties.
>
> > s.t. condition1{(i,j) in E}: (sum{(i,j,i1,j1) in L} x2[i1,j1] <=M *y;
>
> Each of the above M's should at most be an upper
> bound on the corresponding sum on the left.
>
> > s.t. condition1{(i,j) in E}: (sum{(i,j,i1,j1) in L} x2[i1,j1] >=2*y - M
> > *(1-y)
>
> Each of these M's should be at most an upper bound on
> the negative of the corresponding sum on the left.