Re: [Help-glpk] help to formulate problem in terms of LP

[Andrew Makhorin]

> Yes i need several clauses connected with "or". But i do not
> understand your idea.

The idea is quite simple.

Let you need to model the following condition:

   a1 <= x <= b1 OR a2 <= x <= b2 OR ... OR an <= x <= bn

assuming that regions [a1,b1], [a2,b2], ..., [an,xn] are
pairwise disjoint.

Using binary variables z1, z2, ..., zn, where exactly one variable
can be 1, i.e.

   z1 + z2 + ... + zn = 1

you can model the condition as follows:

   a1 * z1 + a2 * z2 + ... + an * zn <= x <=
   b1 * z1 + b2 * z2 + ... + bm * zn