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| From: | Xypron |
| Subject: | [Help-glpk] Indicator constraints |
| Date: | Fri, 16 Dec 2011 21:29:41 +0100 |
| User-agent: | Mozilla/5.0 (X11; U; Linux x86_64; en-US; rv:1.9.2.24) Gecko/20111114 Icedove/3.1.16 |
Hello Andrew, users of GLPK have had often had problems with the accuracy of big M formulations. In CPLEX big M formulations can be replaced by indicator constraints. This is a constraint switched on and off by a binary. http://yalma.fime.uanl.mx/cplex11-manual/Content/Optimization/Documentation/CPLEX/_pubskel/XPlatform/User_man747.html http://www.ampl.com/MEETINGS/TALKS/2011_11_Charlotte_TD18.pdf I guess this would also be a good feature for GLPK. Best regards Xypron
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