Re: How hard would be to add "Indicator Constraints"

[Erwin Kalvelagen]

Indicator constraints can be transformed into a normal constraint using SOS1 (Special Ordered Set of type 1) variables. If the solver (like GLPK) does not have SOS1 variables you can simulate this with binary variables, but this needs some additional assumptions (some bounds for the big-M constraints). So I think it is difficult to add direct and general support for indicator constraints to GLPK.

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Erwin Kalvelagen
Amsterdam Optimization Modeling Group
erwin@amsterdamoptimization.com
https://www.amsterdamoptimization.com
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On Mon, Oct 5, 2020 at 6:02 AM Domingo Alvarez Duarte <mingodad@gmail.com> wrote:

Hello !

While testing GLPK with miplib2017 I noticed that several problems can
not be handled by GLPK due to having "Indicator Constraints" in the mps
file.

Looking here
https://www.gams.com/latest/docs/UG_LanguageFeatures.html#UG_LanguageFeatures_IndicatorConstraints
for a explanation of it I'm asking if someone else have extended GLPK to
manage then ? Or if not how hard could be to do it ?

Cheers !