Re: [Help-glpk] Setting a constraint

[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. What is it that
you want to express? Do you want something like "if Xi is 1, then all
these Yj's must be 0"? If so, I think using |J|*Xi <= |J| - SUM(Yj)
might be what you want (where |J| is how many Y variables you have).

Regards,
Mihai


Pedro Oguri wrote:
> 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
>  
>  
>
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