Re: [Help-glpk] Applying a threshold to the solution using GMPL?

[Reginald Beardsley]

Michael,

I've been  hoping it can be done with binary variables in GMPL as I'm still 
trying to refine the problem statement.  I'd like to be confident it's a good 
choice before coding it. I'd also like to improve my grasp of expressing 
problems in GMPL.  I started out using CPLEX format and switching to GMPL has 
been a huge improvement when trying to explore various problem formulations.

With a two step solution if i set the weights to 0 or 1 I can probably get what 
I want by light editing of the data file using awk to add the weighting array.  
Not perhaps as elegant as solving in a single step, but it would allow using a 
pure LP solution and avoid the performance hit that a MIP formulation implies.  
Until I read your suggestion I'd been thinking along the lines of writing a 
whole new data file which was pretty painful to contemplate.

Thanks again,
Reg