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[Help-glpk] What am I missing?


From: Reginald Beardsley
Subject: [Help-glpk] What am I missing?
Date: Thu, 12 Aug 2010 10:41:31 -0700 (PDT)

I'm trying to use glpk for the first time.  I can run plan.lp OK, but when I 
try to set up my own problem, it fails.  Looking at the examples and rereading 
the manual has not gotten through my thick head what I'm doing wrong.

I'm attempting a basis pursuit, so I want to find the coefficients for a set of 
wavelets from a dictionary that sum to the measured data subject to an L1 norm. 
 This example is exact. x0=1 x1=0 x2=2 x3=3.  sum is the sum of the last column 
(i.e. RHS).

Thanks,
Reg

Here's my attempt to construct an example using CPLEX format:

minimize
   z : +       21 x0    +    13.27 x1    +    6.769 x2    +    5.262 x3    -  
50.3246 
subject to
t1  :           +        1 x0  +        1 x1  +        1 x2  +        1 x3  =   
     6
t2  :           +   0.9912 x0  +   0.9206 x1  +   0.6255 x2  +    0.465 x3  =   
 3.637
t3  :           +   0.9826 x0  +   0.8524 x1  +   0.4832 x2  +   0.3568 x3  =   
  3.02
t4  :           +   0.9741 x0  +   0.7936 x1  +   0.4075 x2  +   0.3008 x3  =   
 2.692
t5  :           +   0.9657 x0  +   0.7426 x1  +   0.3591 x2  +    0.265 x3  =   
 2.479
t6  :           +   0.9575 x0  +   0.6981 x1  +   0.3246 x2  +   0.2396 x3  =   
 2.325
t7  :           +   0.9493 x0  +   0.6591 x1  +   0.2985 x2  +   0.2203 x3  =   
 2.207
t8  :           +   0.9414 x0  +   0.6248 x1  +   0.2778 x2  +   0.2051 x3  =   
 2.112
t9  :           +   0.9335 x0  +   0.5944 x1  +    0.261 x2  +   0.1926 x3  =   
 2.033
t10 :           +   0.9258 x0  +   0.5674 x1  +   0.2468 x2  +   0.1822 x3  =   
 1.966
t11 :           +   0.9181 x0  +   0.5433 x1  +   0.2348 x2  +   0.1733 x3  =   
 1.907
t12 :           +   0.9106 x0  +   0.5216 x1  +   0.2243 x2  +   0.1656 x3  =   
 1.856
t13 :           +   0.9032 x0  +    0.502 x1  +   0.2151 x2  +   0.1588 x3  =   
  1.81
t14 :           +    0.896 x0  +   0.4843 x1  +    0.207 x2  +   0.1528 x3  =   
 1.768
t15 :           +   0.8888 x0  +   0.4682 x1  +   0.1997 x2  +   0.1474 x3  =   
 1.731
t16 :           +   0.8817 x0  +   0.4535 x1  +   0.1932 x2  +   0.1426 x3  =   
 1.696
t17 :           +   0.8748 x0  +     0.44 x1  +   0.1872 x2  +   0.1382 x3  =   
 1.664
t18 :           +   0.8679 x0  +   0.4275 x1  +   0.1818 x2  +   0.1342 x3  =   
 1.634
t19 :           +   0.8612 x0  +    0.416 x1  +   0.1768 x2  +   0.1305 x3  =   
 1.606
t20 :           +   0.8545 x0  +   0.4054 x1  +   0.1722 x2  +   0.1271 x3  =   
  1.58
t21 :           +    0.848 x0  +   0.3955 x1  +    0.168 x2  +    0.124 x3  =   
 1.556
t22 :           +   0.8415 x0  +   0.3863 x1  +    0.164 x2  +   0.1211 x3  =   
 1.533
t23 :           +   0.8352 x0  +   0.3777 x1  +   0.1603 x2  +   0.1184 x3  =   
 1.511
bounds
  x0   >= 0.0
  x1   >= 0.0
  x2   >= 0.0
  x3   >= 0.0
end



      



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