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Re: [Bug-glpk] big M constraint problem
From: |
Andrew Makhorin |
Subject: |
Re: [Bug-glpk] big M constraint problem |
Date: |
Fri, 12 Nov 2004 12:38:01 +0300 |
>Here quantita[1]=200, attivazione[1] = 0, but i had a constraint
>quantita[i]<=M*attivazione[1];
>
>Is this because a used a value for M which is too big?
Yes. Due to floating-point arithmetic some constraints may be slightly
violated (as in your example). You should use a more appropriate
description, because "big M" approach leads to numerical difficulties
in most practical cases.