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

From: Andre M M de Lima
Subject: Re: [Help-glpk] multiplication of linear forms not allowed
Date: Thu, 26 Apr 2007 09:47:46 -0300

Patrick, in a linear program there can't be any product of variables... The term "w[i] * y[i,j,k]" which figures in the constraint concordance[j,k] does not respect this. Try rewriting this constraint with other variables, maybe adding some other constraints to represent the same idea of "w[i] * y[i,j,k]" without multiplying variables.


On 4/26/07, Patrick Meyer < address@hidden> wrote:

As you will see, I'm quite a newbie in optimisation and glpk. I have
searched the archives, but I cannot find a solution to my problem.

I have a constraint which looks as follows:

concordance{j in X, k in X}: sum{i in N} (w[i] * y[i,j,k]) = c[j,k];

where w,y and c are defined as follows:

param c{j in X, k in X};
var w{i in N} >=0, <=1;
var y{i in N, j in X, k in X} binary;

y is a variable which depends on three dimensions, for each element of N
and each pair of X^2

glpsol stops on this constraint and says:

multiplication of linear forms not allowed

Does anybody know how to overcome this problem?

Here's the constraint written in latex:

\sum_{i=1}^n w_i y_i(a,b) = c(a,b) \forall i\in N, (a,b) \in X\times X

Thank you for any help!


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Andre M M de Lima

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