> I solve an optimization problem where I need to specify variables > (columns) to be in one of possible states: > 1) within an set interval lpx_set_col_bnds(lpx, id, LPX_DB, from, > to) > 2) zero > > Is there a way how to set a column to be in interval <from, to> or > zero?
This is so called disjunctive constraint; in your case it can be modeled as follows: from * z <= x <= to * z or, in the standard format: x - from * z >= 0 x - to * z <= 0 where x is your variable, z is a *binary* variable (z = 0 means that x = 0, and z = 1 means that from <= x <= to). Note that each original variable needs two constraints (rows) and one binary variable. Another way could be using semi-continuous variables, however, glpk does not support such kind of variables. _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
