ConstrainedMin & systems of linear equations
- To: mathgroup@smc.vnet.net
- Subject: [mg11369] ConstrainedMin & systems of linear equations
- From: "Albert Maydeu-Olivares" <amaydeu@tinet.fut.es>
- Date: Sat, 7 Mar 1998 02:06:40 -0500
- Organization: University of Barcelona
"The function ConstrainedMin allows you to solve linear programming
problems in which you give a linear function f, then find its minimum
over a domain specified by a list of linear inequalities"
I confess total ignorance of linear programming. Is there an easy way in
Mathematica to find the minimum of a SET of linear functions, each of
which is subject to a single inequality?
For instance, I'm trying to solve the linear system m x = c where
m
={{-1,-1,1,0,0,0},{-1,0,0,-1,1,0},{0,-1,0,-1,0,1},{1,-1,1,0,0,0},{1,-1,-1,0,
0, 0},{1,-1,0,0,-1,1},{1,0,0,-1,1,0},{1,0,-1,-1,0,1},
{1,0,0,-1,-1,0},{0,0,-1,
0,-1,1},{0,1,-1,-1,1,0},{0,1,0,-1,0,1},{0,1,0,-1,0,-1},{0,0,1,0,-1,1},{0,
0,1,0,-1,-1}};
x= {r21,r31,r32,r41,r42,r43};
c ={-0.58833,-0.844742,-0.667388,0.713387,-0.345686,0.075484018,
0.566196,-0.08664496,-0.343388,-0.637525,-0.13176866,0.405556,-0.556182,
0.554605,-0.377733};
subject to the inequalities
{r21 > 1/2, r31 > 1/2, r32 > 1/2, r41 > 1/2, r42 > 1/2, r43 > 1/2}
------
Albert Maydeu-Olivares Tel. +34 3 4021079 ext. 3099 Faculty of
Psychology Fax. +34 3 4021362 University of Barcelona E-Mail:
amaydeu@tinet.fut.es Passeig de la Vall d'Hebron, 171.
08035 - Barcelona (Spain)