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- // Create variables
- GRBVar x = model.addVar(0.0, 1.0, 0.0, GRB.BINARY, "x");
- // Set objective: maximize log(p) * x
- GRBLinExpr expr = new GRBLinExpr();
- for(Map.Entry<String, Double[]> entry: probabilityLevels.entrySet()) {
- Double[] probs = entry.getValue();
- for (Double prob: probs) {
- expr.addTerm(Math.log(prob), x);
- }
- }
- model.setObjective(expr, GRB.MAXIMIZE);
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