Re: [Help-glpk] Implementing conditional amount constraints using binary variables

[Andrew Makhorin]

> 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)