[Fwd: GLPK solver bug]

[Andrew Makhorin]

-------- Forwarded Message --------

Date: Fri, 10 Sep 2021 06:49:13 +0000

Subject: GLPK solver bug

To: bug-glpk@gnu.org <bug-glpk@gnu.org>

From: "Kaya, Anil (IOR)" <anil.kaya@kit.edu>

Dears,

 

I am working on stochastic mixed integer linear model via Julia scientific program.

 

According my formulation, random variables (I fixed them) are multiplied by decision variables (as below). These lines seem as Quadratic by GLPK solver and not solved.

 

However, from theoretical perspective, this is not quadratic program. Could you please support ?

 

 

Best regards

Anil Kaya