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Re: [Help-glpk] Linear program - Difficulty expressing a constraint
From: |
Andrew Makhorin |
Subject: |
Re: [Help-glpk] Linear program - Difficulty expressing a constraint |
Date: |
Sun, 30 Sep 2007 12:49:59 +0400 |
> I am sorry for the last post. That is not what I am looking at.
> Basically, I have n non-negative variables and I want to ensure that
> one of them has to be zero. Others could be zero or non-zero but not
> all can be non-zero at once. How can I impose this constraint?
0 <= x[j] <= M[j] * z[j] for all j in 1..n
sum{j in 1..n} z[j] <= n - 1
where x[j] are non-negative variables, z[j] are binary variables,
M[j] is appropriate upper bound of x[j].