> Is it possible to set this constraint ? > > SUM (Xi * Yj) <= 1 > > where Xi and Yj are variables in {0,1}.
Your inequality can be written as follows: sum zk <= 1 where zk are binary variables such that zk = xi * yj (or, equivalently, zk = xi & yj). The latter constraints are still non-linear, however, they can be written as the following equivalent linear constraints: 0 <= xi + yj - 2 * zk <= 1 which describe the same polytope. _______________________________________________ Help-glpk mailing list Help-glpk@gnu.org http://lists.gnu.org/mailman/listinfo/help-glpk