title: Linearization of non-linear program or other solver
body: <p>I have a linear program that represent a time series of actions (the variables are ordered). The objective function is MIN. For every variable I have the constraint
  Xi &lt;= max_value.</p>
  <p>I want the constraint to represent the real world more precisely, so I need to change that constrain as follow:</p>
  <p>if sum(X1,...,Xi-1) &gt; some_value then Xi &lt;= max_value_1, else Xi &lt;= max_value_2.</p>
  <p>Is there a way to make it linear?
  If not, is there a ready made solver (like ortools) for this?</p>
  <p>Thanks</p>