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MathGroup Archive 2001

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Re: Linear Programming constraint

  • To: mathgroup at smc.vnet.net
  • Subject: [mg28552] Re: Linear Programming constraint
  • From: "Allan Hayes" <hay at haystack.demon.co.uk>
  • Date: Fri, 27 Apr 2001 03:56:06 -0400 (EDT)
  • References: <9c7mcr$sbc@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

Pramod,

ConstrainedMin[x + 3*y + 7*z,
  {x - 3*y < 7 && 2*x + 3*z >= 5 || x + y + z >= 1},
  {x, y, z}]

ConstrainedMin::cmeq:{} is not a valid equation or inequality.


So split into two probems:

cond = LogicalExpand[x - 3*y < 7 && 2*x + 3*z >= 5 ||
    x + y + z >= 1]

2*x + 3*z >= 5 && x - 3*y < 7 || x + y + z >= 1

(ConstrainedMin[x + 3*y + 7*z, #1, {x, y, z}] & ) /@ cond

{5/2, {x -> 5/2, y -> 0, z -> 0}} ||
  {1, {x -> 1, y -> 0, z -> 0}}

Take the solution giving the least minimum

Sort[%]

{1, {x -> 1, y -> 0, z -> 0}} ||
  {5/2, {x -> 5/2, y -> 0, z -> 0}}

First[%]

{1, {x -> 1, y -> 0, z -> 0}}

You could refine the program to give which of the Or constraints are
satisfied.

--
Allan
---------------------
Allan Hayes
Mathematica Training and Consulting
Leicester UK
www.haystack.demon.co.uk
hay at haystack.demon.co.uk
Voice: +44 (0)116 271 4198
Fax: +44 (0)870 164 0565

"Pramod" <pramod at svw.com> wrote in message news:9c7mcr$sbc at smc.vnet.net...
>
> Hi,
>
> I have an LP problem with 6 constraints
>
> The problem is that last two constraints are OR constraints - not like
> other AND constraints
> ie.,    x1 < 40    OR    x1 > 60
> Making it clear, the system should find optimal values for all
> variables, but the value of x1 should'nt be between 40 & 60
>
> How can i convert it to one or more AND constraints and add them to the
> rest of the constraints ?
>
> Please help me !!
>
> Thanks in Advance
>
> Pramod
>
>
>




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