As above, I'd recommend using number equality instead of regular expressions if that's what you really mean. The range operator and grep are handy for this, like in this (untested) snippet:

while (<DATA>){
      chomp;
      $tag = $_;
      if (grep {$tag == $_} 500..503,531,532) {
           print "$tag\n";
      }
}
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(Remember that the $_ in the grep expression is not the same as the $_ in the while loop. More info at grep.)