sci.op-research

Dnia Fri, 21 Mar 2008 20:53:19 -0400
Paul Rubin napisa=C5=82(a):

> xgeneral57@gmail.com wrote:
>=20
> >>> x(i)'s ae actually bounded above and below: LB(i) <=3D x(i) <=3D UB(=
i).
> >>> But the problem is that x(i)'s can be either positive or negative.
> >> Represent each x(i) with a sum of two auxiliary variables that
> >> cannot be greater than zero at the same time.
> >>
> >=20
> > if x(i)=3Dxp(i)-xn(i) where xp(i) and xn(i) are two nonnegative slack
> > variables, then to enforce exactly one of them to be zero I would
> > need to maximize
> > |x(i)|=3Dz=3Dxp(i)+xn(i).
> > But this is not the case for me.
>=20
> You still need binary variables, and I think you will also need to bound=
=20
> x away from zero when it is not zero. =20
You are right. Bounding from above is not sufficient if
we do not maximize |x(i)|.

Best regards
--=20
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