It seems that in Mathcad, it is not possible to define a set? Nor is it possible to add a constraint to a solve block that constrains a variable to membership of a set (not even the fundamental sets upon which the basic number system is built, such as integers!!!). For a high-end maths program, this seems pretty shabby. Especially when you consider that even in Excel it is a piece of cake to add an integer, or binary constraint in the solver. What is going on PTC?
It (Integer Constraint) is possible use in old mathcad with
Solving & Optimization Expansion Pack (SOEP).
See "II" in the Maximize function:
How do I do this in Mathcad Prime 2.0? This new Knitro solver you're using must have that capability?