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Re: [Help-glpk] Absolute value constraint
From: |
Michael Hennebry |
Subject: |
Re: [Help-glpk] Absolute value constraint |
Date: |
Tue, 15 Jan 2008 17:09:37 -0600 (CST) |
On Wed, 16 Jan 2008, Dan Tulk wrote:
> Thank you all for your help. I wonder if it makes a difference when I explain
> the whole problem. I apologise for not doing so initially. What I'm *really*
> trying to solve is:
>
> max f(x)
>
> s.t.
>
> f(x)/abs(g(x)) >= m
>
> What is a good way to do this with a linear program?
Probably it has no solution.
If f and g represent independant linear functions,
The system
f(x) = large positive
g(x) = small positive
has a solution for arbitrarily large values of f(x).
If f and g are continuous and f(x)/abs(g(x)) is bounded above for g(x) != 0,
then the problem has a solution.
You'll need to do some more math to get it.
--
Michael address@hidden
"Those parts of the system that you can hit with a hammer (not advised)
are called Hardware; those program instructions that you can only
curse at are called Software."