Hello,
I am trying to use a double summation in my Objective function - first sum over i from 1 to n, second sum over j from 1 to n ; where j is not i.
Not sure how to write this in AMPL, so what I got is
(sum{i in 1..n, j in 1..n}
((if j=i then 0 else 1) * rho[i,j]*sigma[i]*sigma[j]*x[i]*x[j]))
Is this accomplishing what I hope to accomplish?