gams:formulate_a_constraint_with_a_condition

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In optimization, strict inequalities do not make sense. What is the solution to the model

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

Optimization theory is usually concerned with bounded closed sets where closed means that the boundary is part of the feasible set. Thus 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.1279543005.txt.gz · Last modified: 2010/07/19 14:36 by support