MIE376 - Lec 6 IP.page15

MIE376 - Lec 6 IP.page15 - if K is very large y =0 x = 0 If...

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15 Introduce a binary variable ± Let y = 1 if x>0; 0 otherwise ± Cost captured in the objective: Ky + cx ± Constraint to satisfy definition of y: x My ² Where M is a “large” number ± Thus
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Unformatted text preview: if K is very large y =0 x = 0 If K is very small y = 1 x is now free to grow Otherwise, model will make optimal trade-offs! MIE376 Mathematical Programming...
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