Re: [Help-glpk] lpx_set_col_bnds twice

[Andrew Makhorin]

> thanks a lot for your help. Otherwise I would have to solve this
> optimization for all combinations of binary variables z0-zN, so it
> means that 2, 4, 8, ... times. Is it what MPS solver practicaly do?

No. Introducing binary variables means that your problem becomes mip
(mixed integer programming). To solve it glpk use the branch-and-bound
method.

> How can I set a particular variable to be integer or even binary?

Use the routine lpx_set_col_kind. For more details see the glpk
reference manual included in the distribution.

(I would suggest you solving your problem in GNU MathProg, a modeling
language implemented in glpk. This will significantly save your time.)