> It's possible to restrict the values of a variable to a specific set?. I > wish to do something like this:
> set S; > set I; > var x{i in I} in S; > But doesn't work. Currently I'm simulating this behaviour using binary > varibles but maybe there is a more direct way to do it. In mip there is no way other than using auxiliary binary variables. For example, if x can take on only values 1.2, 3.4, and 5.6, one could model that as follows: x = 1.2 * z1 + 3.4 * z2 + 5.6 * z3 z1 + z2 + z3 = 1 where z1, z2, z3 are binary variables. _______________________________________________ Help-glpk mailing list Help-glpk@gnu.org http://lists.gnu.org/mailman/listinfo/help-glpk