Re: [Help-glpk] [Fwd: help on min max problem]

[Sarad Av]

hi,

Hope this helps

http://www.ibm.com/developerworks/forums/thread.jspa?threadID=332800

min max {x,y}

then you can model it with an auxiliary variable z as follows:
min z
   s.t. x - z <= 0
        y - z <= 0

Regards,
Sarad.

On Tue, May 1, 2012 at 1:31 PM, Andrew Makhorin <address@hidden> wrote:

-------- Forwarded Message --------
From: Humayun Arafat <address@hidden>
Reply-To: Humayun Arafat <address@hidden>
To: address@hidden <address@hidden>
Subject: help on min max problem
Date: Mon, 30 Apr 2012 08:22:36 -0700 (PDT)

Hi,


I need to perform a min max using linear programming tool.
I have to perform this using C api in glpk


This is my equation.
min(    max(   f1(x)    ,    f2(x)   ))

Can you please help me on how I can put it in glpk using C API?


thanks
Sagor


_______________________________________________
Help-glpk mailing list
address@hidden
https://lists.gnu.org/mailman/listinfo/help-glpk

-- 
Patience, Persistence & Truth
-Sarad A.V