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MathGroup Archive 2002

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Re: Quadratic programming

  • To: mathgroup at smc.vnet.net
  • Subject: [mg33612] Re: [mg33598] Quadratic programming
  • From: Andrzej Kozlowski <andrzej at tuins.ac.jp>
  • Date: Wed, 3 Apr 2002 18:08:16 -0500 (EST)
  • Sender: owner-wri-mathgroup at wolfram.com

The region defined by your inequalities is unbounded and there is no 
minumum subject to these inequalities. However, if we change the signs 
of two of them we get a bounded region. The minimum can be found as 
followws:

<< Experimental`

In[2]:=
Minimize[x*y + x*x + y*y + z*y, x + y + z >= 0 &&
    x - y + z <= 2 && (27/5)*x + 6*y - z >= 0, {x, y, z}]

Out[2]=
{-(4/33), {x -> 160/297, y -> -(86/297), z -> 116/99}}

Note that it is necessary to use the rational 27/5 in place of the 
floating point value 5.4. Also, for a more complex problem you will need 
a very fast computer!

Andrzej Kozlowski
Toyama International University
JAPAN
http://platon.c.u-tokyo.ac.jp/andrzej/

On Wednesday, April 3, 2002, at 03:13  PM, Guca wrote:

> Hi!
> I have problem with quadratic programming. If enyone know some costless
> program or packet for Mathematica 4.0 or if enyone know some algoritham 
> to
> solve this problem:
>
> Minimizes function:
> quadratic function with mixed arguments
> examp: x*y+x*x+y*y+z*y
> subjec to:
> linear inequalites
> x+y+z>0
> x-y+z>2
> 5.4x+6y-z<0
>
> That example is olny for explenation, but my function and inequality is 
> more
> complicated!
> Thanks
>
>
>
>
>
>



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