> I have a decision variable defined as
> 
> x(i,j,k,t) where
> 
> i in I
> j in J(i)
> k in K(i,j)
> 
> That is, the number of elements of J depends on the "i".
> For instance, J(1) has 1 element, J(2) has 1 element, J(3) has 4 elements,
> J(4) has 6 elements and so on.
> 
> Is it possible to use GMPL to define this variable?

I don't know how. AFAIK in GMPL there is not a data structure of the form set
of sets (it only have set of arrays) that is what you need.

You you realy want to keep using GMPL, you can write a prototype that will be
used for a script (perl, python, ruby, ...) to build you model. Or you can use
the C library.

Raniere

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