> Can anyone tell me if there is any possibility using semi-continous
>  variables in GLPK using MathProg as the modeling language. 

Glpk does not support semi-continuous variables. However, you can model
them using binary variables.

>  E. g. a variable "x" has to be either 5 < x < 10 or it has to be 0. Is
>  it possible to do that using MathProg? 

For example, this can be modeled as follows:

   5 * z <= x <= 10 * z,

where z is a binary variable.





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