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Re: [Help-glpk] Linear programming with endogenous constraints

From: Andrew Makhorin
Subject: Re: [Help-glpk] Linear programming with endogenous constraints
Date: Fri, 14 May 2010 17:49:16 +0400

> I am initially interested in cases where the endogenous relationship
> is between structural variables.  I am able to write the code for
> constraints when they are exogenous, but am having trouble writing the
> code for a constraint when a structural variable is limited by another
> structural variable.

The constraint like:

   y1 <= x <= y2

where all x, y1, and y2 are variables, can be replaced by the following
two constraints in a standard format:

   x - y1 >= 0

   x - y2 <= 0

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