Indicator constraints can be transformed into a normal constraint using SOS1 (Special Ordered Set of type 1) variables. If the solver (like GLPK) does not have SOS1 variables you can simulate this with binary variables, but this needs some additional assumptions (some bounds for the big-M constraints). So I think it is difficult to add direct and general support for indicator constraints to GLPK.
---------------------------------------------------------------- Erwin Kalvelagen Amsterdam Optimization Modeling Group [email protected] https://www.amsterdamoptimization.com <https://amsterdamoptimization.com> ---------------------------------------------------------------- On Mon, Oct 5, 2020 at 6:02 AM Domingo Alvarez Duarte <[email protected]> wrote: > Hello ! > > While testing GLPK with miplib2017 I noticed that several problems can > not be handled by GLPK due to having "Indicator Constraints" in the mps > file. > > Looking here > > https://www.gams.com/latest/docs/UG_LanguageFeatures.html#UG_LanguageFeatures_IndicatorConstraints > for a explanation of it I'm asking if someone else have extended GLPK to > manage then ? Or if not how hard could be to do it ? > > Cheers ! > > >
