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2
votes
1answer
45 views

Finding maximum value with LinearProgramming command

So here is a HW problem I was assigned: *Thriftem Bank is in the process of devising a loan policy that involves a maximum of $12 million. The following table provides the pertinent data about ...
0
votes
0answers
21 views

Integer linear problem (ILP) example, with 3 constraints and an additional restriction? [migrated]

Say I have the following Integer Linear problem: $x_1 \geq$ 0 No. of Item A $x_2 \geq$ 0 No. of Item B $x_3 \geq$ 0 No. of Item C $x_4 \geq$ 0 No. of Item D Maximize z = ...
0
votes
0answers
36 views

Transform NMinimze into LinearProgramming formulation

I have the following maximization problem that I currently try to solve with Minimize/NMinimize. Unfortunately, this kind of solution method takes really long for large systems of equations and ...
3
votes
3answers
110 views

How to shade a plotted region in specific direction?

I am using RegionPlot to plot a linear program maximize 30x1+25x2 with the constraints ...
0
votes
0answers
24 views

NMinimize outside the feasible region

I got the following minimization problem. I get a solution if I set constraints1 := L.x >= y; and eliminate constraint 2 from my set of constraints. So ...
1
vote
0answers
61 views

Using NMinimize to solve the Multi Commodity Flow problem

I have the following optimization problem and I was hoping to solve it with NMinimize. Unfortunately, I don't get the desired result. I would like to get an optimal vector for $d_{e}$. This is how ...
0
votes
0answers
45 views

Minimization of a non-linear objective function subject to linear constraints

I have solved a linear program in Mathematica using the LinearProgramming function with arguments of the form LinearProgramming[c,m,{{b1,s1},{b2,s2},...}] i.e. ...
-1
votes
1answer
57 views

NMinimize ignoring conditions imposed on solution [closed]

I have to solve a problem about Linear Programming (optimization) which is stated as follows: Minimize: 0.75x + 0.5y + 0.15z Conditions: x > 0 y > 0 z > 0 35x + 0.5y + 0.5z >= 0.5 60x ...
1
vote
0answers
151 views

Solving mixed integer programming using Mathematica

Let $x_{ij}$ be an $n\times k$ matrix defined as follows: $ x_{ij}=\begin{cases} 1, & \text{if }s_i\text{ is assigned to }S_j \\ 0, & \text{otherwise } \end{cases} $ and $S$ is a set of $k$ ...
3
votes
0answers
67 views

Efficient processing of Special Ordered Sets with LinearProgramming

I'm playing with integer linear programming, especially problems involving lots of constraints which would appear to be special ordered sets. Below is a toy example, three last rows of the matrix ...
2
votes
0answers
122 views

Convex optimization

I am playing with some Compressed Sensing (think single pixel camera) applications and would like to have a Mathematica equivalent of a Matlab package call Convex Optimization (CVX). Specifically, I ...
1
vote
1answer
94 views

Multiple Linear Regression - obtaining equation with constant term

I am trying to use the LinearModelFit function to obtain a linear regression of my 5 inputs for my single output. I have the input data: ...
0
votes
1answer
86 views

LinearProgramming and Maximize giving different results [closed]

I'trying to do an embarrassingly simple linear programming problem, and being a total Mathematica and maths analphabet I'm stuck. The problem is to optimize (maximize) the function $1.2x+y$, with ...
3
votes
1answer
72 views

Bug with LinearProgramming on Integers?

With Mathematica 7: LinearProgramming[{1, 1}, {{0, 0}, {1, 1}}, {1, 1}, Automatic, Integers] gives wrong result {0,1}. But ...
0
votes
1answer
64 views

LinearProgramming behavior

Consider the following linear programming problem: ...
1
vote
0answers
101 views

Combination of linear programming with bilevel optimization

I'm not a programmer really (interested in mathematics actually). Excuse me if I can not coding good. I'm also interested in implementation of mathematics results in programming language. That's my ...
6
votes
1answer
160 views

Large scale linear programming (Data imported from .mat file)

I tried to run a large scale linear programming with mathematica. I entered the code below: ...
16
votes
2answers
502 views

Schedule programing problem with integer linear programming

I know how to model this question on paper, but I don't know how doing it in Mathematica. Imagine , there is a university student who want to choose courses for this semester and he got the ...
1
vote
0answers
89 views

LinearProgramming errors

I have a family of equations I want to solve over the non-negative integers. One particular instance of it is this. ...