Can the problem be formulated in a linear way? When doing optimization you have a function that you are trying to minimize like the cost of dispatching power plants. If there is no exponents or trig functions (and whatever else that could make it non-linear) you can solve the problem while adding constraints.

GLPK can also do mixed-integer linear programming where some variables are integers like (0,1).

If you need to optimize something that is nonlinear, that requires something else I think, but read the doc.