At 4:18pm -0500 Thu, 14 Nov 2013, Joseph Mundy wrote:
It is possible in glpk to represent variables with multiple bounds
that are disjoint? For example,
1<= x <=2 or 5<=x<=7. It seems that two different linear programs
must be formulated.
Yes, it is generally possible. Consider:
1 * b <= x <= 2*b
5 * (1 - b) <= x <= 7 * (1 - b)
where 'b' is a binary variable. I don't know if GLPK supports multiple
bounds directly on variables, but you can certainly incorporate the
disjointness as standard constraints.
Kevin
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