---------- Forwarded message ----------
From:
Igor Miskovski <address@hidden>
Date: Tue, Mar 16, 2010 at 4:03 PM
Subject: GNU MathProg help
To:
address@hiddenDear Mr. Andrew,
I need some help in writing MILP problems in GNU MathProg can you please help me with this. The problem is the following:
min p' d
s.t. c'Ï â¤ S
AÏ â (Ï + d) ⤠0,
AÏ + (Ï + d) ⥠0,
Ï1 = 0,
Ïn = 1;
Ïi â {0, 1} for i = 1, 2, . . . , n,
di â {0, 1} for i = 1, 2, . . . ,m,
Ïi â [0, 1] for i = 1, 2, . . . ,m.
where p is array with m elements, d is array with m elements (binary), A is mxn matrix, c is array with m elements, w is binary array with m elements,
Ï is binary array with n elements.
Could you please help me with this, I really need this for my research.
THanks in advance.
Kind regards,
Igor Mishkovski