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Re: [Help-glpk] Objective function defined with max, min.
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From: |
Michael Hennebry |
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Subject: |
Re: [Help-glpk] Objective function defined with max, min. |
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Date: |
Thu, 5 Jan 2017 12:39:03 -0600 (CST) |
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User-agent: |
Alpine 2.20 (DEB 67 2015-01-07) |
The objective function includes crop(s) = median(0, s, 1)
where the range of s includes both negative values and values > 1 .
The set defined is not convex and so cannot be defined purely with
linear constraints.
One can get around the need for a binary by using optimality.
Add nonnegative auxillary variables p0, n0, p1 and n1.
s = p0-n0
s = p1-n1+1
Adjust the objective to ensure that p0 or n0 is zero
at optimality and that p1 or n1 is zero at optimality.
0<=crop(s)<=1
crop(s)<=p0
crop(s)>=1-n1
--
Michael address@hidden
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