how to define absolute greater/less-than in equantion part?

GAMS
1

Hi, every one,

I’ve been stuck in a nonlinear programing problem

max z=c*v

st. S*v=0

lb <=v<=ub

K*u=0

v*u<0

*** for the last constraint, I know that gams only permits “<=”, but
how to define an absolute one?


Thank you!


\

2

sorry for my poor English, it is “strictly greater/less than”, not
“absolute”.

On Jul 19, 7:58 pm, Riyeyan wrote:

Hi, every one,

I’ve been stuck in a nonlinear programing problem

max z=c*v

st. S*v=0

lb  >
K*u=0

v*u >

*** for the last constraint, I know that gams only permits " > how to define an absolute one?

Thank you!

\

3

Thank you, dear Arne, I think I should add a small positive.

On Mon, Jul 19, 2010 at 8:21 PM, Arne Stolbjerg Drud wrote:

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.

You will have to think about how close to zero you can accept and then use a
nonzero right hand side.

Regards

Arne Stolbjerg Drud

Arne Stolbjerg Drud
ARKI Consulting & Development A/S
Bagsvaerdvej 246A, DK-2880 Bagsvaerd, Denmark
Phone: (+45) 44 49 03 23, Fax: (+45) 44 49 03 33, email: adrud@arki.dk

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af Riyeyan
Sendt: 19. juli 2010 13:59
Til: gamsworld
Emne: how to define absolute greater/less-than in equantion part?

Hi, every one,

I’ve been stuck in a nonlinear programing problem

max z=c*v

st. S*v=0

lb >
K*u=0

v*u >
*** for the last constraint, I know that gams only permits " > how to define an absolute one?

Thank you!

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