Thread Subject: LINEAR PROBLEM + NON LINEAR COSTRAINT

Hi all :)

i have to solve a linear problem which can be handled by LINPROG but with a non linear costraint of this kind:

given the vector column x which is the solution and a natural number N it must have only N components different from zeros that is

sum(x>0)=N

What function or other do You suggest to use?

Thanks You very much