[Help-glpk] multiplication of linear forms not allowed

[Patrick Meyer]

Hi,

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!

Patrick