Hi,
I would like to know if the following optimization problem can somehow be solved in AMPL.(Maximization is over all x.)
max. (x-state_vector[t])*holding_cost[t]+
(sum{typ in PROJ_TYPE} sum{s_prm in {QUEUE[typ]}}
transition_prob[typ,state_vector[typ],x,s_prm]*value_revised[typ,s_prm]
x>=0, integer.
Note that x appears as index in the parameter called transition_prob, which means that the objective function is nonlinear.