[AMPL 24428] Solve objective from a series of constraint

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1

Hello. I am new to AMPL and I want to solve the same objective function but under different constraints where the only difference is MR[r], which is a vector. I have tried different variations similar to the one below, but it will only display r = 13. How do I display objective function for all r = 1…13?

My .mod file
minimize Objective {r in 1…13}:
sum {i in 1…n,j in 1…n} Mu[i]*Mu[j]*Cov[i,j];

subject to Constraint {r in 1…13}:
sum {i in 1…n} Mu[i]*ER[i] >= MR[r];

My .run file
for {r in 1…13}{
objective Objective[r];
solve;
printf ‘%8.5f’ , sum {i in 1…n} Mu[i]*ER[i];
}

2

The simplest was to do this is to define only one objective function and one constraint:

param MR {1..13};
param MR_val;

minimize Objective:
   sum {i in 1..n,j in 1..n} Mu[i]*Mu[j]*Cov[i,j];

subject to Constraint:
   sum {i in 1..n} Mu[i]*ER[i] >= MR_val;

Then in each pass through the loop, assign one of the MR[r] values to MR_val:

for {r in 1..13} {
   let MR_val := MR[r];
   solve;
   printf '%8.5f\n', sum {i in 1..n} Mu[i]*ER[i];
}