• 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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