In my model I want to minimize the (maximum_t of a function) - (minimum_t of that function) and I have solved this issue by setting:
k >= function for all t
p <= function for all t
and adding (k-p) to the objective of my model. When I do this for one variable, it works, but: when I do this twice (for different variables and hence adding two variables to the objective) it does not work. This while these variables are not connected. Can anybody maybe help me with this? Thank you in advance!
Best answer by mohansx
I supposed you have variables
l >= function for all index
m <= function for all index
and the term (l - m) in the objective function. Do you get expected results if you have only (l-m) in the objective function and not (k-p) ?