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Re: [Help-glpk] Linear expressions in the integrands of iteratedexpressi


From: Tor Myklebust
Subject: Re: [Help-glpk] Linear expressions in the integrands of iteratedexpressions
Date: Mon, 23 Oct 2006 13:25:31 +0400

On Sun, 22 Oct 2006, Barry Rountree wrote:

> On Sunday 22 October 2006 20:54, you wrote:
>> Can you replace
>>
>>   s.t. blrMax:max{i in I, j in J} x[i,j] = 1;
>>
>> with just putting an upper bound "x[i,j] <= 1" where you define the
>> variable?
>
> That's a very good suggestion, but it doesn't quite handle
> what I'm trying to do.  I'm trying to code up
> exclusivity without having to use "binary", e.g.
>
>    s.t. foo:sum{i in I} x[i] = 42;
>    s.t. bar:max{i in I} x[i] = 42;

The set of x that satisfy both constraints is not a convex set, so you are 
unlikely to have much luck representing these constraints in a linear 
program.  (It is, in fact, a finite set if each x[i] is constrained to be 
nonnegative.)







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