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MathGroup Archive 1995

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Re: Linear optimization

  • To: mathgroup at smc.vnet.net
  • Subject: [mg2759] Re: Linear optimization
  • From: rubin at msu.edu (Paul A. Rubin)
  • Date: Wed, 13 Dec 1995 02:02:30 -0500
  • Organization: Michigan State University

In article <4aiqoj$57b at dragonfly.wri.com>,
   "M. Lange YPE" <MLANGE at estec.esa.nl> wrote:
->Hello everybody,
->
->I need to optimize a linear system involving typically six equality 
constraints
-> for eight variables, and a minimum level for each of the variables. I 
tried to
-> do this using LinearProgramming but there seems to be no way to specify 
that
->some of the constraints are to be equality (in MMA 2.2.2 for the Mac, 
Student
->version). So I was looking for some other way, possibly using the Simplex 
algo-
->rithm. There is a notebook called "simplex.ma" in MathSource but it just 
draws
->the table, without doing an iteration. Does any of you out there know 
where to
->get a good implementation from (or how else to solve that problem)?
->
->Thanks a lot for any hints!
->Max
->
->|--------------------------------------------------------------------|
->| Max O. Lange, ESA ESTEC YPE, Tel. +31-1719-85395, Fax 85421        |
->| E-mail: mlange at vmprofs.estec.esa.nl                                |
->|--------------------------------------------------------------------|
->
->
->
You can encode m . x == b as two inequalities:  m . x >= b and 
-m . x >= -b.  As far as I know, Mathematica does not require that b be 
nonnegative.  You could also switch to ConstrainedMax or ConstrainedMin, 
which allow equations explicitly.

Paul Rubin

**************************************************************************
* Paul A. Rubin                                  Phone: (517) 432-3509   *
* Department of Management                       Fax:   (517) 432-1111   *
* Eli Broad Graduate School of Management        Net:   RUBIN at MSU.EDU    *
* Michigan State University                                              *
* East Lansing, MI  48824-1122  (USA)                                    *
**************************************************************************
Mathematicians are like Frenchmen:  whenever you say something to them,
they translate it into their own language, and at once it is something
entirely different.                                    J. W. v. GOETHE


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