[Couenne] Please add support for floor and ceil functions in COUENNE

[Pietro Belotti]

Oops, there's a typo. For ceil(x), instead of

z >= x
y <= x + (1 - 1e-7)

it should be (left hand side of second constraint is z, not y)

z >= x
z <= x + (1 - 1e-7)

Cheers,
Pietro


_________________________________________
Pietro Belotti, Lehigh University
Dept. of Industrial & Systems Engineering
200 W Packer Ave, Bethlehem PA 18015.
phone: 610-758-3865   fax: 610-758-4886
email: belotti at lehigh.edu
web:   http://www.lehigh.edu/~pib208


On 11/19/2009, Pietro Belotti <belotti at Lehigh.EDU> wrote:

> Dear Daniel,
>
> first, please direct all your questions to the Couenne mailing list,
> couenne at list.coin-or.org (which I copy in this reply). Second, while I
> do plan to include ceiling and floor functions, you may consider
> modeling them yourself with constraints involving integer variables.
> For instance, the expression
>
> floor(x)
>
> could be replaced by a new, *integer* variable y provided you also add
> the following constraints:
>
> y <= x
> y >= x - (1 - 1e-7)
>
> The small epsilon 1e-7 is necessary in order not to exclude any
> solution and to ensure that indeed y=floor(x). It also means that, if
> t is the tolerance for checking integrality, no feasible solution will
> have x between, say, 5+t and 5+1e-7. Analogously, ceil(x) can be
> easily replaced by an integer variable z and the constraints:
>
> z >= x
> y <= x + (1 - 1e-7)
>
> Hope this helps.
>
> Cheers,
> Pietro
>
> _________________________________________
> Pietro Belotti, Lehigh University
> Dept. of Industrial & Systems Engineering
> 200 W Packer Ave, Bethlehem PA 18015.
> phone: 610-758-3865   fax: 610-758-4886
> email: belotti at lehigh.edu
> web:   http://www.lehigh.edu/~pib208
>
>
> On 11/19/2009, "Daniel T. Fokum" <fokumdt at ittc.ku.edu> wrote:
>
>> Please add support for floor and ceiling functions in COUENNE.
>>
>> Some context: Yesterday I submitted an AMPL model that contained a floor
>> function to the NEOS server and I got a message that said COUENNE did not
>> support the floor function.
>>
>> Thanks,
>>
>> Daniel T. Fokum
>>
>> Graduate Research Assistant
>> Information and Telecommunication Technology Center
>> The University of Kansas
>> Tel.: +1 785 864-4635
>>
>
>
>
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