Re: [Help-glpk] Modeling max-min or disjunction

[Andrew Makhorin]

> For a project I'm working on, I need to model things like
> a >= min(b,c) and a <= max(b,c)
> in a linear program/MIP program. Obviously this is identical to
> modelling a >= b or a >= c and likewise for the maximum, but as glpsol
> does not support disjunctive programming, I am looking for a way to
> model these type of things in MIP. I have read that there are methods
> for transforming disjunctive programs into MIP programs, but I was not
> able to find a document describing this (or the conditions under which
> it is possible) online. So hopefully someone on this mailing list can
> point me in the right direction?

For modeling min and max see:
http://lists.gnu.org/archive/html/help-glpk/2007-08/msg00026.html

For modeling disjunctive constraints see:
http://lists.gnu.org/archive/html/help-glpk/2007-08/msg00028.html