[Help-glpk] Setting a constraint

2005-11-20 Thread Pedro Oguri
Hi,   Is it possible to set this constraint ?   SUM (Xi * Yj) <= 1   where Xi and Yj are variables in {0,1}.   Thanks in advance, Pedro     Yahoo! FareChase - Search multiple travel sites in one click. ___ Help-glpk mailing list Help-gl

Re: [Help-glpk] Setting a constraint

2005-11-21 Thread Mihai Banciu
Hi, That constraint would make the problem nonlinear (a bunch of products of two variables). Hence, I really doubt you can do this in GLPK (where the "L" stands for Linear). However, the good news is that you might be able to reformulate your constraint using some simple linearization technique.

Re: [Help-glpk] Setting a constraint

2005-11-21 Thread Andrew Makhorin
> Is it possible to set this constraint ? > > SUM (Xi * Yj) <= 1 > > where Xi and Yj are variables in {0,1}. Your inequality can be written as follows: sum zk <= 1 where zk are binary variables such that zk = xi * yj (or, equivalently, zk = xi & yj). The latter constraints are still non-l

RE: [Help-glpk] Setting a constraint

2005-11-21 Thread Robert Fourer
> From: [EMAIL PROTECTED] [mailto:help-glpk- > [EMAIL PROTECTED] On Behalf Of Andrew Makhorin > Sent: Monday, November 21, 2005 3:07 AM > To: Pedro Oguri > Cc: help-glpk@gnu.org > Subject: Re: [Help-glpk] Setting a constraint > > > Is it possible to set this constr

RE: [Help-glpk] Setting a constraint

2005-11-21 Thread Michael Hennebry
On Mon, 21 Nov 2005, Robert Fourer wrote: > > > From: [EMAIL PROTECTED] [mailto:help-glpk- > > [EMAIL PROTECTED] On Behalf Of Andrew Makhorin > > Sent: Monday, November 21, 2005 3:07 AM > > To: Pedro Oguri > > Cc: help-glpk@gnu.org > > Subject: Re: [Help-glp