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Re: checking large scale linear programming solution with

  • To: mathgroup at smc.vnet.net
  • Subject: [mg113397] Re: checking large scale linear programming solution with
  • From: Daniel Lichtblau <danl at wolfram.com>
  • Date: Wed, 27 Oct 2010 05:15:05 -0400 (EDT)

Mala Jozsef wrote:
> Dear Group,
> NMinimize sometimes gives a[39,3]->1.0000000000000178` as a solution
> instead of 1 when dealing with large scale linear programming task. Moreover,
> Mathematica sometimes gives a "solution" when there is no feasible one.
> Here is an example:
> In[207]:= NMinimize[{1,x+y>=0,x+y<=-1,Element[x,Integers]},{x,y}]
> Out[207]= {1.,{x->-1,y->0.}}
> I would like to check a solution with a given accuracy, say, some
> digits. Is there any "almost built in" or easy solution?
> Thanks in advance.
> Jozsef

NMinimize will attempt to enforce constraints but will not necessarily 
succeed. Minimize will enforce them but requires either a purely integer 
or real program, not mixed.

In principle one could recast using Linearprogramming, as that allows 
for mixed problems. Unfortunately you then hit a bug wherein it might 
also fail to report infeasibility.

http://forums.wolfram.com/mathgroup/archive/2009/Jan/msg00296.html

This has been fixed for an upcoming release.

Daniel Lichtblau
Wolfram Research




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