Re: [Help-glpk] Subject to two conditions

[Michael Hennebry]

On Wed, 10 Nov 2010, Suleyman Demirel wrote:

> Usually, if you have an either/or constraint, you should define a binary
> variable, say y, taking only 0-1 value. If y=0, the sum is less than zero,
> if y=1, the sum is greater than two.
>
> Let M be a very large number (M=100000000000).Then, you should have two
> constraints as follows.

Nyet.
M should be the smallest value which will work.
Merely large values give loose constraints.
Truly huge values can cause numerical difficulties.

> s.t. condition1{(i,j) in E}: (sum{(i,j,i1,j1) in L} x2[i1,j1] <=M *y;

Each of the above M's should at most be an upper
bound on the corresponding sum on the left.

> s.t. condition1{(i,j) in E}: (sum{(i,j,i1,j1) in L} x2[i1,j1] >=2*y - M
> *(1-y)

Each of these M's should be at most an upper bound on
the negative of the corresponding sum on the left.

--
Michael   address@hidden
"Pessimist: The glass is half empty.
Optimist:   The glass is half full.
Engineer:   The glass is twice as big as it needs to be."