Re: ConstrainedMin limited to integer solutions?
- To: mathgroup at smc.vnet.net
- Subject: [mg4560] Re: ConstrainedMin limited to integer solutions?
- From: rubin at msu.edu (Paul A. Rubin)
- Date: Fri, 16 Aug 1996 05:14:57 -0400
- Organization: Michigan State University
- Sender: owner-wri-mathgroup at wolfram.com
In article <4than3$j6e at dragonfly.wolfram.com>, Lara Schmidt <lss at ramsey.usno.navy.mil> wrote: ->Does anybody know of a quick way to restrict ConstrainedMin to produce ->only integer solutions? -> ->________________________________________________________________________ -> -> Lara S. Schmidt US Naval Observatory (202)762-1455 -> Mathematician 3450 Massachusetts Ave NW -> Time Service Dept. Washington DC 20392 lss at tycho.usno.navy.mil ->________________________________________________________________________ -> -> USNO GPS Web pages begin at http://tycho.usno.navy.mil/gps.html Not doable. ConstrainedMin uses the simplex method (linear programming algorithm) and converts everything that can't outrun it to machine precision (I *think*) before crunching the problem. To restrict yourself to integer solutions, you need to switch from linear programming to integer programming, which means switching from simplex to something like branch-&-bound or cutting planes (which would probably use simplex for subproblems). It also means laying in a large supply of NoDoze - IPs are frequently a *lot* slower to solve than LPs. Mathematica does not currently contain any IP code, although I think I heard some talk once of WRI considering it as a possibility for a future release. Off-hand, I don't know of anyone who's coded an IP package for Mma. Solving IPs with Mma would probably bear a strong resemblance to cleaning all the floors in your house with a toothbrush (compact head at that). Paul ************************************************************************** * 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 ==== [MESSAGE SEPARATOR] ====