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gams:formulate_logical_expressions_in_equations

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gams:formulate_logical_expressions_in_equations [2009/03/05 17:18]
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gams:formulate_logical_expressions_in_equations [2013/08/05 10:00] (current)
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 ''​a > b - bigM * (1-i)''​ ''​a > b - bigM * (1-i)''​
  
-Try to evaluate: If ''​i=1''​ then the first constraint will not be effective if ''​bigM''​ is big enough while the second equation will read ''​a>​b''​. If ''​i=0'',​ the first constraint ensures ''​a<​=b''​ while the second will+Try to evaluate: If ''​i=1''​ then the first constraint will not be effective if ''​bigM''​ is big enough while the second equation will read ''​a>​b''​. If ''​i=0'',​ the first constraint ensures ''​a%%<=%%b''​ while the second will
 never be active if ''​bigM''​ is big enough. The second constraint has some issues since we can't have strict "​greater than" constraints in a mathematical programs. So you either don't care what happens to i at never be active if ''​bigM''​ is big enough. The second constraint has some issues since we can't have strict "​greater than" constraints in a mathematical programs. So you either don't care what happens to i at
 the point ''​a=b''​ or you rewrite the constraint as ''​a > b + 1e-6 - bigM*(1-i)''​ or some other small number. ''​bigM''​ can be usually calculated from the data of the problem, don't make it just "​big",​ since the solvers won't the point ''​a=b''​ or you rewrite the constraint as ''​a > b + 1e-6 - bigM*(1-i)''​ or some other small number. ''​bigM''​ can be usually calculated from the data of the problem, don't make it just "​big",​ since the solvers won't
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