[Help-glpk] Re: [Bug-glpk] GMPL.pdf: "Infinity" not documented

[Andrew Makhorin]

Hi Xypron,

> GMPL supports the constant "Infinity". Unfortunately it is not
> documented.

> Could you, please, update the documentation.

> The constant is quite useful as the example below shows.

This feature is still not implemented completely.

For portability reasons "Infinity" is implemented as DBL_MAX, not as
Inf, and any attempt to use it in arithmetic operations, say if you
write "Infinity+3", will cause floating-point overflow (detected by the
mathprog translator), though the correct result must be "Infinity".

> # variable definition
> var v{s in S}, >= if s in FD then f[s] else -Infinity,
>                <= if s in FD then f[s] else Infinity;

In less elegant way the same can be written as:

s.t. foo{s in FD} v[s] = f[s];

This constraint leads to implied fixed variables, which will be
substituted out and therefore removed by the LP presolver.


Andrew Makhorin