Re: [Help-glpk] Absolute value constraint

[Michael Hennebry]

On Tue, 15 Jan 2008, Michael Hennebry wrote:

> 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?

> 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.

Actually, it might not.
It could have a supremum without having a maximum.

-- 
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."