Re: [Help-glpk] Error: multiplication of linear forms not allowed

[Andrew Makhorin]

> How do we solve Integer Linear Programming formulations of the
> Travelling Salesman Problem as in this URL
> http://support.sas.com/documentation/cdl/en/ormpug/63352/HTML/default/viewer.htm#ormpug_milpsolver_sect020.htm
> 
> where there is a multiplication operator in the Objective function.
> 
> glpsol complains " multiplication of linear forms not allowed".
> 
> Is there an easy fix to this?
> 
> There are a whole lot of decision problems where we either need to
> pick something or leave something, almost always represented by a
> boolean integer multiplied with its actual quantitative value.
> 

Check that in your model objective coefficients are parameters, not
variables.

You also may look at a similar example model tsp.mod included in the
glpk distribution (see subdirectory examples).