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[Help-glpk] Translating a condition into constraints.


From: Patrick Meyer
Subject: [Help-glpk] Translating a condition into constraints.
Date: Thu, 28 Jun 2007 15:04:32 +0200
User-agent: Thunderbird 2.0.0.0 (X11/20070326)

Dear all,

I'm a newbie in mathematical programing, and I need to translate the
following condition into constraints for solving a linear program.

-------------------------
variables: c(x,y),x,y
parameters: p>q>0

c(x,y) = 1 if x-y+q > 0
c(x,y) = -1 if x-y+p <= 0
c(x,y) = 0 else
-------------------------

Note that x and y are between 0 and 1.

Does anybody have an idea how to do that?

Thank you very much for any hint.

Patrick Meyer




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