Originally posted by: giask1

(first of all : thank you all for the previous answers that were very pertinent to my posted questions)

here I am with anew simple question :

Is there is any smart way in cplex (cplexbilp) to set up a discrete (rather than binary) programming problem.

That is with solutions (say) int1 or int2 rather than 1 or 0. ( e.g. int1 = 2 , int2=3).

than you in advance, gian

You can use cplexmilp with appropriate lower and upper bounds on the variables.

Originally posted by: giask1

I have this trick that seems to work better than MIP in many case

Rather than

… aij Xj … = rhsj          with lb=int1 and ub=int2

I double the variables using Boolean (0,1) programming

…. (aij*int1) Yk + (aij*int2)Y k+1 ……. = rhsj

J=1 : k=1

J>1 : k=(J*2)+1

Then I post process the solution

If Yk ==0 & Yk+1 = 0 then Xj=0

If Yk=1 & Yk+1=0 then Xj =int1

If Yk=0 & Yk+1 =1 then Xj=int2

 One can further  impose  Yk+Yk+1 <1

 So  (say) if int1=7 and int2=9 I do not get x=8 as with the mix integer programming

Do you see any negative implications ?