Re: [Help-glpk] Multivariate problem

[Xypron]

Hello Juliana,

For a reference see the API documentation in doc/glpk.pdf  in the 
distribution tarball available at 
ftp://ftp.gnu.org/gnu/glpk/glpk-4.39.tar.gz
Have a look at the examples the examples folder and in glpk-java 
available at http://glpk-java.sourceforge.net/
Consider using modeling language GNU Mathprog available in GLPK.

sum[i=m to N] x_i((a_i) + (b_i*y_i))  + sum[i=1 to N] b_i*y_i
is not a linear term because it contains the product of two variables 
x_i * y_i.

If you want to use a MILP solver like GLPK you will have to reformulate 
your problem, e.g.

maximize obj :
 sum{i in m..N} w[i] + sum{i in 1..N} b[i]*y[i];

s.t. c1{i in m..N} :
 w[i] <= a[i] + b[i] * y[i];
s.t. c2{i in m..N} :
 w[i] <= x[i] * M;

Best regards

Xypron


Juliana Freitag wrote:
> Hi everybody, 
>
>   is it possible to model the function below using GLPK API?
>
> sum[i=m to N] x_i((a_i) + (b_i*y_i))  + sum[i=1 to N] b_i*y_i
>
> a and b are constants
> x is a binary variable
> y is a integer variable
>
> Thank you, 
> Juliana. 
>
>

Roy.tar.gz
Description: GNU Zip compressed data