gams:model_an_absolute_value_in_a_linear_model
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| Both sides previous revision Previous revision Next revision | Previous revision | ||
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gams:model_an_absolute_value_in_a_linear_model [2007/11/06 21:12] Franz Nelissen |
gams:model_an_absolute_value_in_a_linear_model [2008/10/29 12:34] support |
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| ===== How do I model an absolute value in a linear model? ===== | ===== How do I model an absolute value in a linear model? ===== | ||
| - | You can not put an absolute term for a variable x(j) directly | + | You can not put an absolute term for a variable directly |
| into a linear model. The model fragment below will **not** work: | into a linear model. The model fragment below will **not** work: | ||
| <code> | <code> | ||
| obj.. z=e=sum(j, abs(x(j))); | obj.. z=e=sum(j, abs(x(j))); | ||
| - | cons(i) sum(j, a(i,j)*x(j)) =l= b(i); | + | cons(i).. sum(j, a(i,j)*x(j)) =l= b(i); |
| model foo /all/; | model foo /all/; | ||
| Line 19: | Line 19: | ||
| positive variable xplus(j), xneg(j); | positive variable xplus(j), xneg(j); | ||
| obj.. z=e=sum(j, xplus(j) + xneg(j)); | obj.. z=e=sum(j, xplus(j) + xneg(j)); | ||
| - | cons(i) sum(j, a(i,j)*(xplus(j) - xneg(j))) =l= b(i); | + | cons(i).. sum(j, a(i,j)*(xplus(j) - xneg(j))) =l= b(i); |
| model foo /all/; | model foo /all/; | ||
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