Re: LinearProgramming unbounded

*To*: mathgroup at smc.vnet.net*Subject*: [mg65699] Re: [mg65682] LinearProgramming unbounded*From*: jackgoldberg at comcast.net*Date*: Sun, 16 Apr 2006 01:44:58 -0400 (EDT)*Sender*: owner-wri-mathgroup at wolfram.com

Hi Andrea, A standard linear program (non-negative variables, linear equality constraints and a linear objective function) can stop for two reasons: 1) The simplex algorithm reaches an optimal solution or 2) the objective function's max (min) is +infinity (-infinity). In other words, there is an infinity of non-negative solutions and as some of these variables tend to infinity, the objective function tends to + or - infinity depending on whether the problem is a max or min. I have no idea if this is your problem; I am simply posting that a linear program can yield unbounded solutions. When this happens, it is usually the result of a modelling error. Are all your variables non-negative? -------------- Original message ---------------------- From: andrealk at gmail.com To: mathgroup at smc.vnet.net > 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 >