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[Help-glpk] Re: semicontinuous variables

From: Andrew Makhorin
Subject: [Help-glpk] Re: semicontinuous variables
Date: Mon, 11 Aug 2008 15:01:27 +0400

> I wondered if there were some special features in GLPK enabling the
> use of a non linear constraitn such :
> a = 0 or a > 3 .

There is no such feature. However, you can model semicontinuous variables
as follows:

a >= 3 * z,
a <= M * z,

where z is an auxiliary binary variable, M is an upper bound of a.

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