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[Help-glpk] Reading Column Headers from CSV files


From: Jeffrey Kantor
Subject: [Help-glpk] Reading Column Headers from CSV files
Date: Sun, 13 Dec 2009 16:02:16 -0500

Hi --

I'm attempting to write a portfolio optimization model in GMPL, and would like to read return
data from a .cvs file.  The file would include a variable number of columns with the column
header containing a short string for the stock ticker symbol.

I'm having trouble figuring out how to read a variable number of columns in GMPL, then use the
column headers as entries in a set. Is it possible to do this?

Jeff


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