Originally posted by: optimizing_martina

Hello, i want to formulate the attached objective in Java so that CPLEX can solve it.

Has anyone an idea how to formulate this in Java?

I use "import ilog.concert.*;" and "import ilog.cplex.*;" in Java.

Thanks a lot for your support!!

Martina

This can be done using auxiliary variables auxmin, auxmax1, auxmax2 like this:

minimize auxmin

auxmin >= auxmax1 + auxmax2

auxmax1 >= s[j]/a        for all j

auxmax2 >= sum ... /b    for all j,k

Originally posted by: optimizing_martina

thanks a lot. this works.