Im new with Xpress and looking for a possibility to define the index set in a following way:
I want to define a Parameter, that gives for each t in 1..T and a corresponding Index set I(t) a certain value. For example:
in time 1 i have the opportunity to get into the states 1..3, so my Parameter for t=1 should only be defined on this set, i.e. let P be the parameter, then i want to define values for P(1,1),P(1,2),P(1,3). For t=2 i have the opportunity to get into the states 1..5, so my Parameter for t=2 should only be defined on this set. I do not know the sets I(t) in advance, but in the previous step of each t.
Im looking for a way to finalize the index set of the Parameter for t, in the step t-1, so i will get an error if the program uses an index out of range.
Is there a way to define such index sets in Xpress?
Thanks for your help!