
From:  Andrew Makhorin 
Subject:  Re: [Helpglpk] Implementing conditional amount constraints using binary variables 
Date:  Thu, 4 Jun 2009 00:06:52 +0300 
> Both a and b can be bounded by a large M. > So let me reformulate my problem: > 0 <= a <= M > if a > 0 : a=b > if a=0 : 0<=b<=M Let z be a binary variable such that: z = 1 means 0 <= a <= M and 0 <= b  a <= 0 z = 0 means 0 <= a <= 0 and 0 <= b  a <= M (note that a = 0) Then we have: 0 <= a <= M * z 0 <= b  a <= M * (1  z)
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