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[Help-glpk] Specifying a constraint in CPLEX notation

From: Reginald Beardsley
Subject: [Help-glpk] Specifying a constraint in CPLEX notation
Date: Wed, 3 Oct 2012 09:55:18 -0700 (PDT)

I'm doing basis pursuit using glpsol w/ input in CPLEX LP format. This has 
worked extremely well, but I decided to modify my problem formulation and have 
gotten myself into trouble. 

The new problem formulation is:

D[k] = sum(i in m)(A[i] + sum(j in n)( B[i][j]*S[j][k]))

where the A[i] & B[i][j] are unknowns.

I want to constrain A[i] to be zero if all the B[i][j] in n are zero.

A[i] is free
B[i][j] >= 0

m < 10
n < 300

Can I do this in CPLEX LP format or do I need to switch to another notation or 
C?   Are there any references on doing this?  

The closest thing I found was section 20.2 in the AMPL book, but I don't see 
how to apply that to my problem. I'm a geoscientist and a long way from home.  
So even the obvious can be baffling to me.


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