Re: [Help-glpk] how to make matrix multiply with mathprog

[xypron]

Hello!

hhb83 wrote:
> 
> I still could not work it out. Here, the Up,i is var, so should I take the
> Xp,i as param or var? If param, it always said "expression following :=
> has invalid type". And if I define it as var, and take the formulation as
> constraint like this:
> s.t. position{i in I, j in J, m in K}: X[i,j,m] = if i==1 then X0[j,m]
> else sum{k in K} A[m,k]*X[i-1,j,k] + B[m,k]*U[i-1,j,k];
> 
> 

you can find a working example below.

Best regards

Xypron


# hhb83: how to make matrix multiply with mathprog
set I := {1..9};
set J := {1..3};
set K := {1..3};
set M := {1..3};
param A{j in J, k in K};
param B{j in J, k in K};
param X0{j in J, k in K};
param U{i in I, j in J, k in K};
param X{i in I, j in J, m in M} := 
  if i==1 then X0[j,m] else sum{k in K} ( A[m,k]*X[i-1,j,k] +
B[m,k]*U[i-1,j,k] ); 
display X;
data;
param A: 1 2 3 :=
  1 1 2 3 
  2 4 5 6 
  3 7 8 9;
param B: 1 2 3 :=
  1 1 2 3 
  2 4 5 6 
  3 7 8 9;
param X0: 1 2 3 := 
  1 1 2 3 
  2 4 5 6 
  3 7 8 9;
param U:=
  [1,*,*]: 1 2 3 :=
  1 1 2 3 
  2 4 5 6 
  3 7 8 9
  [2,*,*]: 1 2 3 :=
  1 1 2 3 
  2 4 5 6 
  3 7 8 9
  [3,*,*]: 1 2 3 :=
  1 1 2 3 
  2 4 5 6 
  3 7 8 9
  [4,*,*]: 1 2 3 :=
  1 1 2 3 
  2 4 5 6 
  3 7 8 9
  [5,*,*]: 1 2 3 :=
  1 1 2 3 
  2 4 5 6 
  3 7 8 9
  [6,*,*]: 1 2 3 :=
  1 1 2 3 
  2 4 5 6 
  3 7 8 9
  [7,*,*]: 1 2 3 :=
  1 1 2 3 
  2 4 5 6 
  3 7 8 9
  [8,*,*]: 1 2 3 :=
  1 1 2 3 
  2 4 5 6 
  3 7 8 9
  [9,*,*]: 1 2 3 :=
  1 1 2 3 
  2 4 5 6 
  3 7 8 9;
end;

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