Formulation max(min(...))) in a constraint

[Frank Meissner]

Hello,

could someone please explain how to write min()  and max() formulations in Pyomo for a MIP in GLPK?

I have following constraint, whereby a and b are control variables:

r = a + b − x * max (min (2a − b, 2b − a) , 0)

Thank you in advance

Frank

[David Woodruff]

The standard way to do this is:

y <= 2a-b

y <= 2b-a

z >=0

z>= y

r = a + b - x * z

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[Frank Meissner]

Thank you!

On Sunday, September 1, 2019 at 11:22:47 PM UTC+2, DLWoodruff wrote:

The standard way to do this is:

y <= 2a-b

y <= 2b-a

z >=0

z>= y

r = a + b - x * z

On Sat, Aug 31, 2019 at 10:14 AM Frank Meissner <pyth...@gmail.com> wrote:

Hello,

could someone please explain how to write min()  and max() formulations in Pyomo for a MIP in GLPK?

I have following constraint, whereby a and b are control variables:

r = a + b − x * max (min (2a − b, 2b − a) , 0)

Thank you in advance

Frank

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