Hi all, There is a way to solve nonlinear programming problem with separable objective and linear constraints. Problem is reduced to LP with additional condition on optimal basis. Namely for certain set of variables at most one variable from the set is allowed to be in basis. These conditions are called adjacent conditions. It seems to me that modifying simplex algorithm with additional constraints on basis is not that hard.
Does GLPK support it? Kind regards, Fedor
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