Initializing help system before first use

Maximum values

y = max{x1, x2, ..., xn} for continuous variables x1, ..., xn

  • Must know lower and upper bounds

    Li ≤ xi ≤ Ui [1.i]

  • Introduce binary variables d1, ..., dn
    di=1 if xi is the maximum value, 0 otherwise
  • MIP formulation

    Li ≤ xi ≤ Ui [1.i]
    y ≥ xi [2.i]
    y ≤ xi + (Umax - Li)(1 - di) [3.i]
    ∑i di = 1 [4]

Parent Topic Binary variables

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