Re: [Help-glpk] 'not' or 'or' constraints?

[Stefan Balev]

Philip Warner wrote:
> This may not be the right forum for this, but I need to solve an LP 
> problem that is subject to constraints like:
>
>    s <= 0 OR s >= 100
>
> or, rewritten,
>
>    Not (0 < s < 100)
>
> Is this something I can do in GLPK?

Hi,

By definition this is NOT LP problem and cannot be handled by LP 
techniques. The main reason is that the feasible set is not convex.

A standard remedy consists in introducing a binary variable x in {0,1} 
together with the constraints

s <= M x
s >= 100 + M (x - 1)

where M is "sufficiently large". This is a MIP problem and can be 
handled by glpk.

--
Stefan