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[Bug-glpk] Re: [Help-glpk] Problem with max() function

From: Andrew Makhorin
Subject: [Bug-glpk] Re: [Help-glpk] Problem with max() function
Date: Tue, 13 Jul 2004 19:24:49 +0400

>  I have a problem (maybe I discovered a bug) with glpk. I am trying to
>set a constraint with a call to max function. The problem is that glpsol
>because max() argument are invalids.
>  I did not found any restriction on max function in manual ("Arguments of
>build-in functions must be numeric expressions"), my arguments are integer.

In your model arguments for max are linear forms, not numeric
expressions, because they refer to variables. Thus, corresponding
constraint is non-linear while glpsol allows only linear constraints.

>  Could you explain me how can I solve this problem ?

Use standard mip techniques to describe non-linearities.

Andrew Makhorin

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