Re: [Help-glpk] Absolute value constraint

[Michael Hennebry]

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?

Probably it has no solution.
If f and g represent independant linear functions,
The system
f(x) = large positive
g(x) = small positive
has a solution for arbitrarily large values of f(x).

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.
You'll need to do some more math to get it.

-- 
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."