Brian's Digest: Disjunctive Constraints

SCI.OP-RESEARCH Digest Mon, 10 Apr 95 Volume 2: Issue 15

Date: 6 Apr 1995 07:39:55 GMT
From: murakami@bayes.ece.cmu.edu (Kazutaka Murakami)
Subject: Disjunctive optimization: min() type constraints
I have an optimization probelm which involves y=min(f1,f2,..,fn) type constraints. I know this problem can be formulated as IP using disjunctive optimization technique. I would like to know a recent reference or survey on this topic. I am especially interested in a work specific to optimization with min() type constraint rather than disjunctive optimization in general. I am new to this type of problem, and I would appreciate any recommendation on where I should start. Also appreciate any suggestion on other possible approach to this type of problem. Finally, I would like to hear how these approaches work in practice (reasonably fast, just theoretical interest, etc.)
Thank you for your attention, Kazu

SCI.OP-RESEARCH Digest, Mon, 26 June 95 Volume 2: Issue 26

Date: Mon, 19 Jun 1995 22:30:56 GMT
From: John Chionglo
Subject: integer programming, disjunctive constraints
Hello.
I would like to model the following into my integer program:

if x=1
then y=0
else
if x=0
then y=0 or 1

where x is a 0-1 variable
y is actually the sum of several 0-1 variables

Any hints or pointers would be appreciated in formulating the above in the 'least' amount of constraints as possible. Thank you in advance.

--
John Chionglo, P.Eng.
Research Assistant
Department of Industrial Engineering
University of Toronto
email: chionglo@ie.utoronto.ca
WWW: http://www.ie.utoronto.ca/EIL/profiles/chionpro.html

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Date: 20 Jun 1995 10:32:06 +0100
From: Bob Daniel
Subject: integer programming, disjunctive constraints
x+y<=1

BUT, if y really is the sum of other variables then this might not be the best way. Searching for the 'least' number of constraints is not necessarily the best way of formulating MIPs. See Williams' book for a nice easy explanation.

--
Bob Daniel rcd@dashbh.demon.co.uk Phone:+44 1604 858993 Fax:+44 1604 858147 Dash Associates, Blisworth House, Blisworth, Northants NN7 3BX, UK

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Date: 20 Jun 1995 21:41:36 GMT
From: Zhi-Long Chen
Subject: integer programming, disjunctive constraints
The logical relations imply that y is a 0-1 variable too.
It seems that the following linear system can model these
logical relations:

y=0 or 1 (1)
y<= (1-x)M, where M is a big positive integer (2)
(2) implies: y<=0 if x=1, which means y=0 if x=1 due to (1).

Good Luck!
Zhi-Long

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Date: 20 Jun 1995 13:17:29 GMT
From: vishy@engrs8.engprn.mobil.com (Viswanathan Visweswaran)
Subject: integer programming, disjunctive constraints
Since y is a positive integer (>= 0), all you need is the constraint

y <= 1 - x

to achieve this.

Vishy Visweswaran

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Date: 21 Jun 95 19:22:27 +1200
From: znan@waikato.ac.nz
Subject: integer programming, disjunctive constraints
How about the following formulation:

x + y <= 1,

where x=0,1; and y=sum y_{j}, y_{j}=0,1. ?

-N.Z.

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Date: Tue, 20 Jun 95 15:33:24 GMT
From: sande@haven.ios.com (Gordon Sande)
Subject: integer programming, disjunctive constraints
If you allow the coefficients to be large, you can combine constraints with formulae that look like solutions to the Chinese Remainder Problem. Extreme case is only one constraint with very large coefficients.

Gordon Sande

___________________________________________

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From: schoen@ingfi1.ing.unifi.it
Newsgroups: sci.op-research
Subject: Re: integer programming, disjunctive constraints
Date: 20 Jun 1995 11:44:03 GMT
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Please, be aware of the fact that, in integer programming, "least" amount of constraints does not generally imply "easier to solve"; often it is the exact opposite!

Fabio Schoen Assoc. Prof. Operations Research
tel: +39 (55) 4796.358 fax: 4796.363 Email: schoen@ingfi1.ing.unifi.it
Dipartimento di Sistemi e Informatica Universita' di Firenze
via di S.Marta 3, 50139 FIRENZE (Italy)
WWW home page: http://www-dsi.ing.unifi.it/~schoen/home.html


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