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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