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From: | Xypron |
Subject: | Re: [Help-glpk] optimizing a function of the objective variable |
Date: | Tue, 16 Mar 2010 20:34:17 +0100 |
User-agent: | Mozilla/5.0 (X11; U; Linux i686; en-US; rv:1.9.1.8) Gecko/20100205 SeaMonkey/2.0.3 |
Hello,>> Is it possible to optimize a function of the objective vector? e.g. lets say the objective vector >> is w for which the entries can vary from -Inf to +Inf and I want to minimize SUM(abs(w)).
set S; var w{S}; var xi{S}, >= 0; var xa{S}, >= 0; minimize obj : sum{s in S} (xi[s] + xa[s]); s.t. abs {s in S} : xa[s] - xi[s] = w[s]; Add your additional constraints for w. Best regards Xypron
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