I can solve a [0,1] linear programming problem by using:
LPSolve(Ob, con, assume = binary);
I managed to solve [-1,1] linear programming problem by using the transformation
2*w[i]-1 ie 2*0-1=-1 and 2*1-1=1 as follows:
LPSolve(add(PP[i]*(2*w[i]-1), i = 1 .. NC)-add(Draw[i]*(2*w[i]-1), i = 1 .. NC), {add(w[i], i = 1 .. NC) = PS}, maximize = true, assume = binary);
Now my question is how can I solve a [-1,0,1] problem?
I tried to use:
piecewise(w[i] >= 1, 1, w[i] <= -1, -1, 0); and assume = integer
but Maple is complaning that the objective function is not linear hummm
