Dear all,
I encountered a programming problem, the concept is written as follow:
max a
st
a = max(b, c)
The a, b, and c are positive variables. b and c are bounded.
It is possible to use binary variable to solve the problem, like:
a-b<=M(1-d)
a-c<=Md
where d is a binary variable, M is a sufficient large parameter. If b>c, then d=1, a will take the largest value it can get, that is b; else if c>=b, then d=0, and a will be equal to c.
But I am wondering if it is possible to use linear programming to tackle this problem.
Regards,
Dylan
I encountered a programming problem, the concept is written as follow:
max a
st
a = max(b, c)
The a, b, and c are positive variables. b and c are bounded.
It is possible to use binary variable to solve the problem, like:
a-b<=M(1-d)
a-c<=Md
where d is a binary variable, M is a sufficient large parameter. If b>c, then d=1, a will take the largest value it can get, that is b; else if c>=b, then d=0, and a will be equal to c.
But I am wondering if it is possible to use linear programming to tackle this problem.
Regards,
Dylan