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From: | Kevin Hunter Kesling |
Subject: | Re: [Help-glpk] [Fwd: variables with disjoint bounds] |
Date: | Fri, 15 Nov 2013 00:38:13 -0500 |
User-agent: | Mozilla/5.0 (X11; Linux x86_64; rv:24.0) Gecko/20100101 Thunderbird/24.1.0 |
At 4:18pm -0500 Thu, 14 Nov 2013, Joseph Mundy wrote:
It is possible in glpk to represent variables with multiple bounds that are disjoint? For example, 1<= x <=2 or 5<=x<=7. It seems that two different linear programs must be formulated.
Yes, it is generally possible. Consider: 1 * b <= x <= 2*b 5 * (1 - b) <= x <= 7 * (1 - b)where 'b' is a binary variable. I don't know if GLPK supports multiple bounds directly on variables, but you can certainly incorporate the disjointness as standard constraints.
Kevin
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