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From: | esma mehiaoui |
Subject: | [Help-glpk] Constraint relaxation |
Date: | Wed, 6 Mar 2013 15:38:44 +0000 (GMT) |
Dear All, In my MILP formulation I need to define binary variables from integer variables, more precisely: i have two sets: set1={1,2,3} and set2={5,6,7} than i define in set1 exactly one value for each i in set2 and this value could be the same for other elements in set2. s.t. C1{i in set2}: sum{j in set1} X[i,j] =1; Then i define a variable for each element in set2 that specifies the chosen value from set1. s.t. C2{i in set2}: Y[i] = sum{j in set1} X[i,j] * j ; Now my problem is how to define binary variables that indicate if Y[i] is greater, lower or equal to Y[j] for i,j in set2. I declare a binary variable order[i,j] such that: 1) if Y[i]>Y[j] then order[i,j] = 1 and
order[j,i] =0 2) if Y[i]<Y[j] then order[i,j] = 0 and order[j,i] =1 3) if Y[i]=Y[j] then order[i,j] = 0 and order[j,i] =0 I did not find any possible relaxation for this using big M. Could someone help me ? Best regards Esma |
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