Re: [Help-glpk] Linear program - Difficulty expressing a constraint

[gaurav khanna]

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?

Regards
Gaurav

Gaurav Khanna
Phd Student
CSE Department,OSU

Phone (office):614-292-7036

On Sat, 29 Sep 2007, gaurav khanna wrote:

> Hi Andrew,
>
> This is a nice way of doing it and works with two variables x1 and x2. But
> can such a method be generalized to more than two variables? Say, for
> example, I have three non-negative variables x1, x2 and x3 and I want to
> enforce that only one of them will be non-zero. Can this also be expressed
> with linear constraints?
>
> Regards
> Gaurav
>
> Gaurav Khanna
> Phd Student
> CSE Department,OSU
>
> Phone (office):614-292-7036
>
> On Fri, 21 Sep 2007, Andrew Makhorin wrote:
>
> > > I have a linear program in which all the variables are continuous
> > > variables which are free to have values from 0 to infinity. Among those
> > > there are two variables, only one of which can be non-zero. I am not sure
> > > how to express this as a linear constraint. Could you help me with this?
> >
> > Let x1 and x2 be non-negative variables, and z is a binary variable,
> > where z = 0 means that x1 = 0 while z = 1 means that x2 = 0. Then:
> >
> > 0 <= x1 <= M1 * z
> >
> > 0 <= x2 <= M2 * (1 - z)
> >
> > where M1 and M2 are some upper bounds of x1 and x2, resp.
> >
>
>