LinearProgramming unbounded

*To*: mathgroup at smc.vnet.net*Subject*: [mg65682] LinearProgramming unbounded*From*: andrealk at gmail.com*Date*: Fri, 14 Apr 2006 04:32:06 -0400 (EDT)*Sender*: owner-wri-mathgroup at wolfram.com

Hello all - I have run into what I hope is an easily resolved problem. I am using the LinearProgramming function to maximize an objective function, which in the code below is called "objfcn". "S" is a matrix representing the equations with 761 rows and 1320 columns; "zerovector" is a vector, one column and 761 rows, where each element is {0,0}, meaning that each equation is exactly equal to zero; "constraints" is a list of 1320 constraints. I have used LinearProgramming successfully in many instances. However, I now get an error saying that the system in unbounded. How can that be? As far as I can tell my dimensions are all correct. Does anyone have any suggestions? Has anyone had a similar problem? Below is what the code looks like. LinearProgramming[-objfcn, S, zerovector, constraints] Thanks for your help, Andrea Knorr University of Connecticut