Re: [Help-glpk] Need help using glpk API

[Andrew Makhorin]

> But how do I set a binary variable's value depending on a linear
> inequality. I.e. in CPLEX I would use something like: b_0 = 1 <-> a_0
> x_0 + a_1 x_1 + ... + a_n x_n < c with b_0 a binary variable, a_0 ...
> a_n, c constants and x_0 ... x_n either integer or continous variables.

Probably like follows:

   a_0 x_0 + a_1 x_1 + ... + a_n x_n <= c + M * (1 - b_0)

where M is an appropriate "big" constant.

Note that the same non-linear constraint can be modeled in different
ways.