How should I implement a constraint like the following one using the GLKP API?
s.t. c{i in 1..N} :
w[i] <= x[i] * M;
x[i] is a binary variable.
I tried to do something like this:
for (int i=1; i <= N; i++) {
glp_set_row_bnds(lp, i, GLP_UP, 0.0, glp_get_col_prim(lp, i)*M);
ia[i] = i, ja[i] = i, ar[i] = 1;
}
Is it right to use the glp_get_col_prim routine in this case?
Thank you very much,
Juliana.
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