Hi,
I have a problem.
My objective function is (in LaTex):
minimize: \delta + \sum_{\tau=t-k+1}^t \lvert\lvert {\bf a}(t+1) -
{\bf a}(\tau) \rvert\rvert
where:
a(t+1): my variables (a is a vector)
a(\tau): coefficients (a is a verctor of coefficients)
\delta: coefficient
but I haven't any idea to write it in GLPK (API for C).
Someone could help me?
Thanks
Simone
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