Re: [Help-glpk] optimizing a function of the objective variable

[Xypron]

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