Re: [Fwd: Re: Objective function defined with max, min.]

Michael Hennebry <[email protected]>
Newsgroups gmane.comp.gnu.glpk
Message-ID <[email protected]>
On Fri, 6 Jan 2017, Andrew Makhorin wrote:

> -------- Forwarded Message --------
> From: Alexey Karakulov <[email protected]>
> To: Michael Hennebry <[email protected]>
> Cc: Andrew Makhorin <[email protected]>, [email protected]
> Subject: Re: [Help-glpk] Objective function defined with max, min.
> Date: Fri, 6 Jan 2017 19:46:31 +0200
>
> Andrew & Michael,
>
>
> 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, and I don't know how long for real problem with
> hundreds of points.

How?
Details matter.
If you used a big-M method, how did you choose M?

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Michael   [email protected]
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