Philip Warner wrote:
This may not be the right forum for this, but I need to solve an LP
problem that is subject to constraints like:
s <= 0 OR s >= 100
or, rewritten,
Not (0 < s < 100)
Is this something I can do in GLPK?
Hi,
By definition this is NOT LP problem and cannot be handled by LP
techniques. The main reason is that the feasible set is not convex.
A standard remedy consists in introducing a binary variable x in {0,1}
together with the constraints
s <= M x
s >= 100 + M (x - 1)
where M is "sufficiently large". This is a MIP problem and can be
handled by glpk.
--
Stefan
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