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I'm not familiar with GLPK, but since it's based on AMPL, the following AMPL implementation might be of some help: set I; set J; set K {I}; param J0 {i in I} symbolic = "0" & i; param JT {i in I} symbolic = "T" & i; set N {i in I} = {J0[i],JT[i]} union J; set Nall = (union {i in I} {J0[i],JT[i]}) union J; GLPK uses only a ...

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