On Fri, 30 Jan 2009, Simone Atzeni wrote:
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
It can't be done directly. The objective has to be linear. The usual trick is: absx>= x absx>=-x and use absx in the objective function. It works on a minimization problem if the coefficient is >=0. -- Michael [email protected] "Pessimist: The glass is half empty. Optimist: The glass is half full. Engineer: The glass is twice as big as it needs to be." _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
