Re: Objective function defined with max, min.

> Thanks a lot for the advice. I implemented binary variables, for f(x)
> = max(x, 0). It seems to give a correct result, but works extremely
> slower than LP problem. It takes like 10s for have a few dozen points
> with binary variables, 

Did you try using cutting planes? --mir and --gomory may help (a bit).

> and I don't know how long for real problem with hundreds of points.