I am having trouble finding a way to reference elements in a dynamic set.
What I would like to do is introduce something resembling a variable step size in my optimization. The way I have approached this so far is to define a set that has all possible divisions (half-steps) and conditionally activate members of a subset on subsequent iterations.
I have set up the set such that there will always be an element between elements of the subset, but I'm having trouble referencing the element I need to activate in the subset. For example, if I have elements nn1, nn2, nn3, nn4, nn5, and elements n1 and n2 in my subset that correspond to elements nn1 and nn5, I would like to find a way to add reference the ord of nn corresponding to n and the ord of nn corresponding to n+1, so that I may activate the point in n(nn) between those two points.
I know that's a horrible way of trying to reference those elements, but I'm not sure how to approach correctly referencing everything. I hope this makes some kind of sense?
Problems with syntax of GAMS
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