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Re: [Help-glpk] Formulate a large scale linear programing model by reduc


From: Michael Hennebry
Subject: Re: [Help-glpk] Formulate a large scale linear programing model by reducing the number of similar constraints and keeping them all satisfied
Date: Tue, 6 Sep 2016 19:44:09 -0500 (CDT)
User-agent: Alpine 1.00 (DEB 882 2007-12-20)

On Tue, 6 Sep 2016, usa usa wrote:

*   A:  "an exponential number of constraints." will cause "run out of
memory" error ? *

No.
The idea would be that the constraints could be generated from a formula.
Finding the most violated constraint would
mean finding the formula input that generates it.
Getting rid of the K_j's fixes the number of variables,
hence we are out of the realm of column generation.

I'd expect the task of finding the most
violated constraint to not be very difficult.

--
Michael   address@hidden
"Sorry but your password must contain an uppercase letter, a number,
a haiku, a gang sign, a heiroglyph, and the blood of a virgin."
                                                             --  someeecards



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