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


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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