Angelos Georghiou
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Latest activity by Angelos Georghiou
Angelos Georghiou commented,
Thanks a lot Jaromił! best wishes, Angelos

Angelos Georghiou created a post,
maximizing the sum of max functions
AnsweredHi, I would like to solve the following problem max_{x \in X} sum_{i=1}^N max{ a_i^T x, b_i^T x} where X is a polyhedral set in R^n, and a_i, b_i are given vectors. Essentially I am maximizing t...

Angelos Georghiou commented,
Thanks a lot Daniel best wishes, Angelos

Angelos Georghiou commented,
Dear Daniel, Thank you for your suggestion. For now, using Fourier Motzkin elimination is not an option as I need to add many variables and this will be nearly impossible to do. Let me ask a small ...

Angelos Georghiou created a post,
Using Callbacks for Columnandconstraint generation algorithm
AnsweredHi, I am implementing a columnandconstraint generation algorithm. The problem is solved as follows: A relaxed master MILP problem is solved. Using the optimal solution of the master problem, we s...