[Help-glpk] Re: Multivariate problem

[Juliana Freitag]

 Hello Xypron, 
 
  thank you very much for the answer. I have just one
 more question regarding the constraints you suggested.
 Shouldn't the first of them be:
 
 s.t. c1{i in m..N} :
  M <= a[i] + b[i] * y[i];
 ?
 
 Thanks, 
 Juliana. 
 
 ------------
> 
> 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
 



      
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