I am happy that it's possible, but I don't see how to solve my concrete problem:
Having ten weights w1 ... w10, I would like to define the following:
C1) w1 between 0 and 11% C2) w2 between 29% and 79% C3) sum of (w3, w4, w5, w6) between 8 and 21%, no constraints otherwise on w3 ... w6 C4) w7 between 6 and 18% C5) sum of (w8 and w9) between 7 and 21%, no constraints otherwise on w8 ... w9 C6) w10 between 7 and 21% C7) sum of all weights must be 100% C8) All weights must be positive C9) sum of (w2, w3, w4, w5, w7) <= 45% C10) sum of (w9, w7, w6, w8) <= 58%
Without sum constraints, I just defined a combination of minbleic.setbc minbleic.setlc methods using all weights and that works fine, but how would the syntax look like for constraints of the C3 or C5 type, then?
