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max

Using min/max *within* an Integer Linear Program

September 11, 2023 by Tarik

Add in an auxiliary variable, say x4, with constraints: x4 >= c1*x1 x4 >= c2*x2 x4 >= c3*x3 Objective += c4*x4

Categories max Tags linear-programming, mathematical-optimization, max, min Leave a comment

Tarik Billa

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