Originally posted by: zyf2998

Does cplex support max-min or min-max objective function?
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

In Concert, Java, or C# you can just use the IloMin() and IloMax() methods to create a constraint

z = max(x,y)

or the like and then minimize z. Note that these methods basically just do the usual modeling trick for you, which you can also just include directly into your model. Namely, if you want to solve

min max {x,y}

then you can model it with an auxiliary variable z as follows:

min z
   s.t. x - z <= 0
        y - z <= 0

#CPLEXOptimizers
#DecisionOptimization