gams:formulate_a_constraint_with_a_condition

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gams:formulate_a_constraint_with_a_condition [2007/08/10 10:51] 127.0.0.1 external edit |
gams:formulate_a_constraint_with_a_condition [2010/07/19 14:50] support |
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====== How do I formulate a constraint with a "<" condition? ====== | ====== How do I formulate a constraint with a "<" condition? ====== | ||

- | * There is no difference between ''<'' and ''<='' for continuous variables when dealing with numerical algorithms. | + | In optimization, strict inequalities do not make sense. What is the solution |

- | * For discrete variables, the constraints mean exactly what they say. ''=L='' means ''<='', thus a constraint with an integer variable ''=L= 9'' means it can be less or equal to 9. If you want it to be less than 9, write the constraint as ''=L= 8''. | + | to the model |

+ | <code> | ||

+ | min x, subject to x > 0 ? Is it 1.e-10 or 1.e-20 or something smaller. | ||

+ | </code> | ||

+ | Optimization theory is usually concerned with bounded closed sets where closed means that the boundary is part of the feasible set. Thus there is no difference between ''<'' and ''< ='' for continuous variables when dealing with numerical algorithms. For discrete variables, the constraints mean exactly what they say. ''=L='' means ''< ='', thus a constraint with an integer variable ''=L= 9'' means it can be less or equal to 9. If you want it to be less than 9, write the constraint as ''=L= 8''. | ||

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gams/formulate_a_constraint_with_a_condition.txt · Last modified: 2010/07/19 14:50 by support