Re: [Help-glpk] if...then...else

[Michael Hennebry]

On Fri, 25 Jun 2010, glpk xypron wrote:

> see the example below.
>
> > if w[s] = 0 then inc[s] = 0 else inc[s] = 1
>
> Your "if" is modelled as
>
> s.t. indicator{s in S} :
>  w[s] <= M * inc[s];
>
> M should be chosen as small as is possible without restricting
> the solution.

Possibly better:
w[s] <= M[s] * inc[s]
where M[s] is an upper bound on w[s].
The difference can be important if the w's can have distinct bounds.

--
Michael   address@hidden
"Pessimist: The glass is half empty.
Optimist:   The glass is half full.
Engineer:   The glass is twice as big as it needs to be."