I'm doing basis pursuit using glpsol w/ input in CPLEX LP format. This has worked extremely well, but I decided to modify my problem formulation and have gotten myself into trouble.
The new problem formulation is: D[k] = sum(i in m)(A[i] + sum(j in n)( B[i][j]*S[j][k])) where the A[i] & B[i][j] are unknowns. I want to constrain A[i] to be zero if all the B[i][j] in n are zero. A[i] is free B[i][j] >= 0 m < 10 n < 300 Can I do this in CPLEX LP format or do I need to switch to another notation or C? Are there any references on doing this? The closest thing I found was section 20.2 in the AMPL book, but I don't see how to apply that to my problem. I'm a geoscientist and a long way from home. So even the obvious can be baffling to me. Thanks, Reg _______________________________________________ Help-glpk mailing list [email protected] https://lists.gnu.org/mailman/listinfo/help-glpk
