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

[Jorge Tavares]

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Hi,

First of all, thank you for our reply Andrew.

On Nov 30, 2005, at 04:45 , Andrew Walbran wrote:

> Could you please clarify which of a, r, x, c are variables, and  
> which are
> parameters?

I am sorry, I forgot to specify it: "x" is a variable and can take  
any value from 0 to 1, "a" is a binary variable and "r" and "c" are  
parameters.

> If both a and r are variables, then this is not a linear program,  
> and GLPK
> cannot solve it (at least not without first rewriting it to be  
> linear, if
> possible).

My fear is that glpk cannot solve this problem because of the dual  
variables as surrogate multipliers. Nevertheless, this is a  
simplification of the original problem by transforming all  
constraints into a single one, which then is supposed to be solved by  
linear programming.

If glpk reveals to be unable to solve this problem, any  
recomendations for a software package that might do it?

Thanks in advance,
Jorge

- --
Jorge Tavares
University of Coimbra | http://eden.dei.uc.pt/~jast

"Sometimes the appropriate response to reality is to go insane."



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