Re: [Help-glpk] 0-1 Integer Programming problem

[François Galea]

Gaurav,

It is possible if C1 and C2 are nonnegative:

create a continuous 'max' variable, then for each possible (i,j) pair 
add a specific constraint:
C1*Xij + C2*Yij <= max

now, by solving min(max), you'll actually minimize the maximum C1*Xij + 
C2*Yij for all (i,j).

François

Gaurav Khanna a écrit :
> Hi,
>
> I am trying to solve a 0-1 linear optimization problem
> with linear constraints. I am explaining the problem i
> am facing with a small example. lets say there are
> three variables i am solving for Xij, Yij and Zij.
> Each of the X,Y, and Z are indexed by i and j where i
> varies from 1 to 10, j varies from 1 to 100. The
> function f is defined as
>
> f = (for all i  max( C1*Xij + C2*Yij)) and the goal
> function is min(f) subject to a set of constraints on
> Xij and Yij. Is this possible to do in GLPK.? The
> reason i am asking this is because GLPK requires
> entering the coeffecients for each of the terms in the
> goal function .However, here i cant determine the
> coefficients since my goal function which is to be
> minimized is itself a maximum over multiple functions.
>
> thanx
> gaurav
>
>
>                 
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François Galea
Equipe OPALE - Laboratoire PRiSM
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