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Re: [Help-glpk] Problem representing c = min (a, b)
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From: |
Andrew Makhorin |
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Subject: |
Re: [Help-glpk] Problem representing c = min (a, b) |
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Date: |
Fri, 19 Nov 2010 20:39:39 +0300 |
> In more general case you can model min, which is a piecewise linear
> function, using auxiliary binary variables; for details see:
> http://winglpk.sourceforge.net/media/glpk-sos2_02.pdf
That is, c = min(a, b) = a - f(a - b), where
f(t) = "if t < 0 then 0 else t" is a piecewise linear function.