Finding smax of a discontinuous function

Problems with modeling
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wxarmstrong
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Finding smax of a discontinuous function

Post by wxarmstrong »

Hi, I am new to GAMS but I am trying to use this MTSP formulation:
http://yetanothermathprogrammingconsult ... ample.html
However for the purposes I want to use it for, rather than trying to minimize the total tour length, I want to minimize the maximum tour length:

Code: Select all

cost.. z =e= sum(arcs, c(arcs)*x(arcs));
Changing sum to smax here doesn't seem to work here because of x(arcs) being a binary variable. Is there a way to rewrite this so it will work?
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