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Re: maximization with array of constraints

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  • Subject: [mg128239] Re: maximization with array of constraints
  • From: Dana DeLouis <dana01 at me.com>
  • Date: Thu, 27 Sep 2012 22:50:08 -0400 (EDT)
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> .. if mydata is an array with two columns and 100 rows, I would have 100 constraints, which are too many to enter manually.  

> .. x*mydata[[1,row,1]] + y*mydata[[1,row,2]] >0

Hi.  If I understood your question correctly, here is one idea:
(* Make sure your MyFunction is not unbounded *)

mydata=RandomInteger[{1,9},{10,2}]

{{7,8},{9,4},{5,7},{4,3},{2,2},{2,7},{8,5},{9,1},{6,5},{5,7}}

const = Thread[mydata.{x,y}>0]

{
7 x+8 y>0,
9 x+4 y>0,
5 x+7 y>0,
4 x+3 y>0,
2 x+2 y>0,
2 x+7 y>0,
8 x+5 y>0,
9 x+y>0,
6 x+5 y>0,
5 x+7 y>0
}

MyFunction[x_,y_]:=-3x^2-4y+3

NMaximize[{MyFunction[x,y],const}, {x,y} ]

{3.10884, {x->0.190508,y->-0.0544307} }

= = = = = = = = = =
HTH  :>)
Dana DeLouis
Mac & Mathematica 8
= = = = = = = = = =




On Thursday, September 27, 2012 3:14:09 AM UTC-4, Felipe wrote:
> Hi, 
> 
> 
> 
>       I am trying to maximize a function using NMaximize and I have a large list of constraints that I would like to write with a loop or as an array. 
> 
> 
> 
> It looks like the following: 
> 
> 
> 
> NMaximize[{myfunction[x,y] ,  x*mydata[[1,row,1]] + y*mydata[[1,row,2]] >0 }]
> 
> 
> 
> and I want the restriction to be valid for the numbers in each row of the "mydata" array. That is, if mydata is an array with two columns and 100 rows, I would have 100 constraints, which are too many to enter manually.  
> 
> Can I write a loop for the constraints inside NMaximize ? Do you have some suggestion on how to write this? I was not able to find it in earlier posts.
> 
> 
> 
> Thank you very much for your help
> 
> Felipe





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