Ok, that's what i'm doing currently. Thank you very much.
On Fri, Aug 28, 2009 at 12:08 PM, Andrew Makhorin <[email protected]> wrote: > > It's possible to restrict the values of a variable to a specific set?. I > > wish to do something like this: > > > set S; > > set I; > > var x{i in I} in S; > > > But doesn't work. Currently I'm simulating this behaviour using binary > > varibles but maybe there is a more direct way to do it. > > In mip there is no way other than using auxiliary binary variables. > For example, if x can take on only values 1.2, 3.4, and 5.6, one could > model that as follows: > > x = 1.2 * z1 + 3.4 * z2 + 5.6 * z3 > > z1 + z2 + z3 = 1 > > where z1, z2, z3 are binary variables. > >
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