Any suggestions on tricks to achieve what I want without binary/int vars

Subject:Any suggestions on tricks to achieve what I want without binary/int vars
Date:Thu, 21 Jan 2010 12:18:27 -0800 (PST)
Hi

We have a linear model in GAMS which, at this stage at least, cannot
contain binary/int vars.

One decision the model makes is which product to allocate into each
area. The model has some bespoke constraints and various other bits
and pieces which means its not a standard allocation/network problem/
formulation. ie its just a plain general GAMS LP.

One thing we would really really like is:

- dont allocate more than 2 products to the same area.

Without binary vars we havnt had any good ideas on how to do this.


We are wondering if there are any tricks in a general non-integer LP
for implementing this constraint. Even if it is only 80% right, by
which I mean the trick is not quite guaranteed to be optimal but will
be OK, it could be OK to what we currently have (which is a solution
we cannot use).

Or any other suggestions.

Thanks
Andy C



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