general optimization problem in AMPL

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general optimization problem in AMPL

by Yasin053 :: Rate this Message:

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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.

Thanks,