ConstrainedMin and vector-notation

*To*: mathgroup at smc.vnet.net*Subject*: [mg21870] ConstrainedMin and vector-notation*From*: nielses at my-deja.com*Date*: Wed, 2 Feb 2000 22:54:26 -0500 (EST)*Sender*: owner-wri-mathgroup at wolfram.com

I have the following problem: (used to calculate the Farell efficiency measure, for those interested) min l s.t. t(X) z <= l y zi >= 0 z1 + ... + zn = 1 X: matrix, z, y: vectors, l: scalar (t(X) is the matrix X transposed) I want to solve this with ConstrainedMin. (I realize it can be rewritten on matrixform and fed to LinearProgramming.) The following works fine, but I wonder, if it's not possible to write it in an easier way: X = {{1, 3}, {7, 1}} y = {8, 4} n = Length[X]; zz = Table[z[i], {i, n}]; ConstrainedMin[l, Join[MapThread[LessEqual, {zz.X, l y}], Table[z[i] >= 0, {i, n}], {Plus @@ zz == 1}], Append[zz, l]] The point is of course, that is has to work with X = {{3, 6}, {4, 4}, {8, 2}} too, and an y-vector of a higher dimension for that matter. Can anyone help me write this more elegantly?? I often encounter situation where I have to define a vector like zz to obtain a vector-solution (e.g. when using Solve). There has to be a simpler way. Regards, Niels Elken Sønderby nielsx at bigfoot.com Sent via Deja.com http://www.deja.com/ Before you buy.