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