Proper notation to represent a set containing sequences of numbers for scientific papers? I would like to include a set of numbers, which are composed of by multiple sequences, for example:

{1,2,3,4,5, at steps of 1 ... till 100, 200, 500, then 1000, 2000, at steps of 1000 .... till 10000}

Is there a proper way to represent this? I tried looking up some scheduling papers in OR/IEEE journals but have yet to find papers that include such notation explicitly.
I'd recommend standard mathematical notation, which should be sufficiently unambiguous yet legible. Use the standard "union" symbol (\cup in LaTeX) to denote separate sets you want to take the union over.

Unfortunately, no MathJax here - so here is the LaTeX code and below the result (done using CodeCogs):

\{k\in\mathbb{N}\mid 1\leq k\leq 100\}
\cup \{200,500\}
\cup\{1000k\mid k\in\mathbb{N}, 1\leq k\leq 10\}




Depending on your layout (one vs. two columns), insert linebreaks at appropriate places, e.g., like I did in the LaTeX code but not the result.