sci.op-research

Dnia Fri, 21 Mar 2008 15:35:08 -0700 (PDT)
"xgeneral57@gmail.com" napisa=C5=82(a):

>=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.
You can also bind with them two binary variables: xpb(i) and xnb(i)
such that:
xp(i) <=3D xpb(i)*UB
xn(i) <=3D xnb(i)*UB

By adding constraint: xpb(i) + xnb(i) =3D 1 you will get exactly one
of them 0 without maximizing |x(i)|.=20

Best regards
--=20
[ Wit Jakuczun ]
[ WLOG Solutions http://www.wlogsolutions.com ]