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From: | Kaustubh Raosaheb Patil |
Subject: | [Help-glpk] optimizing a function of the objective variable |
Date: | Tue, 16 Mar 2010 16:50:26 +0100 |
User-agent: | Mozilla-Thunderbird 2.0.0.19 (X11/20090105) |
Hi,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)).
best
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