Converting a minimum constraint into an equality constraint?
- From: Srikanth <skt@xxxxxxxxxx>
- Date: Mon, 25 Apr 2011 13:32:58 -0700 (PDT)
Hi
I have an optimization problem (in a vector x) which is linear except
for one constraint of the form:
c = min{x(1), x(1)/5} where x(1) can be positive or negative.
I can write two constraints of the form c <= x(1) and c <= x(1)/5.
However, this just ensures that c is smaller than the minimum of the
two, but not necessarily equal to the minimum. The cost depends
linearly on c, but I can't replace it with max(c).
Since I would like to use a linear solver (if at all possible), is
there any way I can force c to be equal to the minimum of x(1) and
x(1)/5 using additional linear constraints?
Thanks
Srikanth
.
Relevant Pages
- Re: fmincon
... I'll check this option,but i don't absolutely understand one nuance: The constaints in fmincon are continuous functions,linear and not linear but continuous. ... The rectangles are alligned to axes so the code of calculating the intersection is o'k i guess. ... Excuse me for maybe stupid question: -A as sign to empty intersection is given to implement say constraint c< 0? ... (comp.soft-sys.matlab) - Re: A question regarding optimization theory
... 1)all the x1 ....x6 must be positive and non zero ... i know that it is going to be solved by non linear programming ..i ... doing right i need a type of algorithm in which the constraint ... no optimizer will allow you to apply a strict ... (comp.soft-sys.matlab) - Re: Linear equation system with additional conditions
... I have a linear equation system Ax = b and solve it ... applying an equality constraint. ... satisfy the equality constraint system exactly. ... (comp.soft-sys.matlab) - Re: Linear Equations Similar to 1D Poisson
... (Peter Spellucci) ... how to deal with a linear system with matrix ... you write the coefficients of the linear equation on top of the matrix.. ... constraint when ATA is invertible, ... (sci.math.num-analysis) - Re: Solve non linear constraint optimization
... it be a linear system it would be probably easy to solve this ... constraint problem. ... , nor the constraint. ... (comp.soft-sys.matlab) |
|