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[Help-glpk] Constraining var values to a specified set

From: luca.rosellini
Subject: [Help-glpk] Constraining var values to a specified set
Date: Tue, 27 Nov 2007 14:43:20 +0300

Hello everybody,
is it possible, in mathprog, to specify that var values should be contained
in a defined set?

Actually my var declaration is:
var p {i in C} >=0 <=1;

but in my problem vars are not in a continous interval but they're more
set S;
var p {i in C} in S; #this tell the solver that p_i values are to be taken
from set S

s.t. ...

set S:= s1 s2

Is it possible to obtain something like this in mathprog, and if not, could
please point me to a tool able to solve such kind of problem?

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