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From: | Andrew Makhorin |
Subject: | Re: [Help-glpk] minimax problem |
Date: | Thu, 23 Nov 2006 00:34:56 +0300 |
> How do you describe minimax optimizations for the GLPK? There is a standard way. For example, minimize obj: max{i in I} x[i]; can be modeled as follows: var z; s.t. foo{i in I}: z >= x[i]; minimize obj: z;
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