Re: [Help-glpk] [Fwd: variables with disjoint bounds]

[Kevin Hunter Kesling]

At 4:18pm -0500 Thu, 14 Nov 2013, Joseph Mundy wrote:
> It is possible in glpk to represent variables with multiple bounds
> that are disjoint? For example,
>
> 1<= x <=2 or 5<=x<=7. It seems that two different linear programs
> must be formulated.

Yes, it is generally possible.  Consider:

    1 * b       <= x <= 2*b
    5 * (1 - b) <= x <= 7 * (1 - b)

where 'b' is a binary variable.  I don't know if GLPK supports multiple 
bounds directly on variables, but you can certainly incorporate the 
disjointness as standard constraints.

Kevin