[Help-glpk] [Fwd: cross product of decision variable]

[Andrew Makhorin]

-------- Forwarded Message --------
From: brad mullins <address@hidden>
To: address@hidden
Subject: [Help-glpk] cross product of decision variable
Date: Sat, 25 Feb 2012 11:58:51 -0800 (PST)

This may make no sense, but trying to create a matrix established by the
decision variable that is the cross product of itself:

        decision variable
        1            2            3            1.5
    ----------- ----------- ----------- -----------
1   |    1            2            3            1.5           
2   |    2            4            6            3
3   |    3            6            9            4.5
1.5|    1.5         3             4.5         2.25

Thought about making two sets, maybe something like the following, but cant
get it to work:
set SET1;
set SET2 := SET1 cross SET1;

Also thought about building this into a constraint of a two dimensional set,
but don't know the math. 

In the objective statement, the resulting matrix will be multiplied by two
other parameter matrices of the same dimension.

How can this be done?