Re: [Help-glpk] [Fwd: Re: fraction with vars]

[Michael Hennebry]

On Wed, 7 Aug 2013, Michael Hennebry wrote:

> Don't know exactly what you are trying to accomplish.
> In general, to model w = x * y, where range(x) is finite and all are bounded:
>
> x = SUM k*qx[k]
>   k in range(x)
>
> 1 = SUM qx[k]
>   k in range(x)
>
> qk[range(x)] binary
>
> if qx[k]==1, w=k*y    for k in range(x)
> use the small-M method.


Possibly better, assuming w, x, y required to be non-negative:

if SUM qk[j]==1, w<=k*y   for k in range(x)
  j in range(x)
  j<=k

if SUM qk[j]==1, w>=k*y   for k in range(x)
  j in range(x)
  j>=k

--
Michael   address@hidden
"On Monday, I'm gonna have to tell my kindergarten class,
whom I teach not to run with scissors,
that my fiance ran me through with a broadsword."  --  Lily