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## Re: [Help-glpk] Linear programming with endogenous constraints

**From**: |
Andrew Makhorin |

**Subject**: |
Re: [Help-glpk] Linear programming with endogenous constraints |

**Date**: |
Fri, 14 May 2010 17:49:16 +0400 |

>* I am initially interested in cases where the endogenous relationship*
>* is between structural variables. I am able to write the code for*
>* constraints when they are exogenous, but am having trouble writing the*
>* code for a constraint when a structural variable is limited by another*
>* structural variable.*
The constraint like:
y1 <= x <= y2
where all x, y1, and y2 are variables, can be replaced by the following
two constraints in a standard format:
x - y1 >= 0
x - y2 <= 0