SCIP标志的作用是什么？

Question

I am new to SCIP and have read through some of the example problems and documentation, but am still unsure how to formulate the following problem for the SCIP solver:

argmax(w) sum(sign(Aw) == sign(b))

where A is a nxm matrix, w is a mx1 vector, and b is a nx1 vector. The data type is floats/real numbers, and it is a constraint-free problem.

Values for A and b are also contained row-wise in a .txt file. How can I import that?

Overall - I am new to SCIP and have no idea how to start creating variables (especially the objective function value parameter), importing data, formulate the objective function... It's a bit of a stretch for me to ask this question, but your help is appreciated!

Answer 1

This should work:

where beta(i) = sign(b(i)) . The implication can be implemented using indicator constraints. This way we don't need big-M's.

Most likely the >= 0 constraint should be >= 0.0001 (otherwise we can set all w(j)=0 ).