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[Help-glpk] Re: semicontinuous variables
From: |
Andrew Makhorin |
Subject: |
[Help-glpk] Re: semicontinuous variables |
Date: |
Mon, 11 Aug 2008 15:01:27 +0400 |
> I wondered if there were some special features in GLPK enabling the
> use of a non linear constraitn such :
> a = 0 or a > 3 .
There is no such feature. However, you can model semicontinuous variables
as follows:
a >= 3 * z,
a <= M * z,
where z is an auxiliary binary variable, M is an upper bound of a.
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