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Re: [Help-glpk] forall and exists?
From: |
Michael Hennebry |
Subject: |
Re: [Help-glpk] forall and exists? |
Date: |
Thu, 9 May 2013 10:33:21 -0500 (CDT) |
User-agent: |
Alpine 1.00 (DEB 882 2007-12-20) |
On Tue, 7 May 2013, Jeffrey Kantor wrote:
Also note that the "Big M" technique commonly used to implement logical
constraints as an MILP needs to be 'tuned' to work effectively. A proper
value of M is data dependent, so the automatic translation of logical
constraints to an MILP is not a trivial issue.
H[*] parameters given by problem
for some j in S, X[j]<=H[j]
b[*] added binary variables
SUM b[j] = 1
j in S
M[*] parameters to be selected
for all j in S, X[j]<=H[j]+(1-b[j])*M[j]
Select M[*] so that
for all j, b[j]==0 -> X[j]<=H[j]+M[j]
M[j]==max(X[j])-H[j] is valid, but sometimes smaller values are available.
--
Michael address@hidden
"On Monday, I'm gonna have to tell my kindergarten class,
whom I teach not to run with scissors,
that my fiance ran me through with a broadsword." -- Lily