I want to use linear programming to assign weights to a number of groups of variables.
Let's assume we have group $A$ with $x,y,$ and $z$ and group $B$ with $m,n,$ and $p$.
Is it possible to define constraints so that at least one of the variables from each group gets a weight larger than zero?
A feasible solution wout be $x=2,y=0,z=0$ and $m=3, n=0, p=0$.