
From:  Oscar Gustafsson 
Subject:  [Helpglpk] "Integer" linear programming with nonuniform quantization 
Date:  Fri, 28 Jan 2011 19:56:15 +0100 
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I have a linear programming formulation to which I want to find optimized variables that can take on only certain values (not always integers). As far as I can tell, it should be possible to use branchandbound for this problem as well. Can anyone confirm this and is there a term for this?
As I want to solve the problem, I clearly need to define my own branchandbound algorithm, both in terms of bounds and branching strategies. Would GLPK be a suitable alternative for this or are there packages where the bounding and branching is easier to extract? I get the impression that SYMPHONY is more or less built for this (playing around with different strategies). SCIP?
With best regards Oscar Gustafsson
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