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Re: [Help-glpk] Absolute value constraint
From: |
Michael Hennebry |
Subject: |
Re: [Help-glpk] Absolute value constraint |
Date: |
Tue, 15 Jan 2008 17:25:30 -0600 (CST) |
On Tue, 15 Jan 2008, Michael Hennebry wrote:
> On Wed, 16 Jan 2008, Dan Tulk wrote:
>
> > Thank you all for your help. I wonder if it makes a difference when I
> > explain the whole problem. I apologise for not doing so initially. What I'm
> > *really* trying to solve is:
> >
> > max f(x)
> >
> > s.t.
> >
> > f(x)/abs(g(x)) >= m
> >
> > What is a good way to do this with a linear program?
> If f and g are continuous and f(x)/abs(g(x)) is bounded above for g(x) != 0,
> then the problem has a solution.
Actually, it might not.
It could have a supremum without having a maximum.
--
Michael address@hidden
"Those parts of the system that you can hit with a hammer (not advised)
are called Hardware; those program instructions that you can only
curse at are called Software."