[Scip] help : expressing absolute in linear constraint

Abdelkader Ouali oualiaek at hotmail.fr
Tue Jul 15 13:57:50 CEST 2014


Dear Ambros,
Yes, thank's for the link,
I juste want to know if there is special constraint handler in SCIP that do the job,as an answer, for my question  :
we want to :   lhs <= |c1x1-c2x2| <= rhsthat can be expressed as :  y=  |c1x1-c2x2| , lhs <= y <= rhs, y >=0and use binary method to transform :  y=  |c1x1-c2x2|, by adding binary variable b and two constraints :0<= y - (c1x1 - c2x2) <= upperbound * b0<= y - (c2x2 - c1x1) <= upperbound *(1-b)lhs <= y <= rhsb \in {0,1}
here is LP to check it out : the upper bound is 10000, you can exchange the value of u and v, for both cases y = 1 
Minimize Obj: Subject to  c1: + y - v + u >= 0      c2: + y - v + u -10000 b <= 0      c3: + y - u + v >= 0      c4: + y - u + v +10000 b <= 10000Bounds 2 <= u <= 2 3 <= v <= 3 0 <= b <= 1 y >= 0General yBinary bEnd
But it is not effecient to me, because i have lot of pair xi and xj to consider,in the master problem, doing this will kill branch&price 
Thank's and regards 
---Abdelkader Ouali

> Date: Tue, 15 Jul 2014 11:28:08 +0200
> From: gleixner at zib.de
> To: scip at zib.de
> Subject: Re: [Scip] help : expressing absolute in linear constraint
> 
> Dear Abdelkader Ouali,
> 
> this is a standard reformulation question in mixed-integer linear 
> programming and what is best depends a bit on your problem.  A bit of 
> googling will help, see, e.g.,
> 
> http://orinanobworld.blogspot.de/2012/07/modeling-absolute-values.html
> 
> Best regards,
> ambros
> 
> 
> 
> Am 15.07.2014 11:19, schrieb Abdelkader Ouali:
> > Dear SCIP users,
> >
> > Is there a way to express absolute in linear constraint
> > like*lhs <= |c1x1 - c2x2| <= rhs*
> >
> > Kind regards
> >
> > ---
> > Abdelkader Ouali
> >
> >
> > _______________________________________________
> > Scip mailing list
> > Scip at zib.de
> > http://listserv.zib.de/mailman/listinfo/scip
> >
> 
> -- 
> ____________________________________________________________
> Ambros M. Gleixner
> Zuse Institute Berlin - Matheon - Berlin Mathematical School
> http://www.zib.de/gleixner
> _______________________________________________
> Scip mailing list
> Scip at zib.de
> http://listserv.zib.de/mailman/listinfo/scip
 		 	   		  
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