[Help-glpk] "Integer" linear programming with non-uniform quantization

[Oscar Gustafsson]

This may be slightly off-topic as it partly is a general optimization 
question. Sorry about that. However, GLPK is mentioned later on.

I have a linear programming formulation to which I want to find 
optimized variables that can take on only certain values (not always 
integers). As far as I can tell, it should be possible to use 
branch-and-bound for this problem as well. Can anyone confirm this and 
is there a term for this?

As I want to solve the problem, I clearly need to define my own 
branch-and-bound algorithm, both in terms of bounds and branching 
strategies.
Would GLPK be a suitable alternative for this or are there packages 
where the bounding and branching is easier to extract? I get the 
impression that SYMPHONY is more or less built for this (playing around 
with different strategies). SCIP?

With best regards

Oscar Gustafsson