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Re: [Help-glpk] complex constraints in glpk

From: Andrew Makhorin
Subject: Re: [Help-glpk] complex constraints in glpk
Date: Wed, 22 Aug 2007 12:10:54 +0400 
> And how about having an "OR" constraint, as in
> a > 2 or  b < 4

   z = 1: a > 2     and b < b_max

   z = 0: a > a_min and b < 4

Thus,

   a > 2 * z + a_min * (1 - z)

   b < b_max * z + 4 * (1 - z)
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