Should be fairly easy to do when branching, to me the hard part seems to be extending the api for this in a clean way.
Best Regards, Chris Matrakidis On Mon, 5 Oct 2020 at 16:16, Erwin Kalvelagen < [email protected]> wrote: > > 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 ! >> >> >>
