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VladimirG.1-Visitor
1-Visitor
November 24, 2010
Question

Mixed integer linear programming

Hello,

I need to solve mixed-integer linear programming problem.

My problem is like common minimization problem but with integer constrain on one of variables ( not real ).

Mathcad 15 Help page said, that solving that Mathcad Solve Block can not contain Range variables.

For example, how could I solve problem like next:

Given:

x = 0 or 1 -???

y > 100 and y < 500

f(x,y) = (y + x)*( y - x )

Minimize (f,x,y)

My quastion is if it is possible to set restrictions on "x" as I wrote above?

20 replies

MikeArmstrong1-Visitor
1-Visitor
November 24, 2010

Like below.

Clipboard02.jpg

Mike

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VladimirG.1-VisitorAuthor
1-Visitor
November 24, 2010

Thank you for fast response.

But indeed, my problem is a little different.

Suppose x and y are vectors.

There are limitations for each member of vector and also for sum of members.

Please check sample attached and advice how to be in such case.

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ptc-21289551-Visitor
1-Visitor
November 25, 2010

Vladimir,

Unfortunately, the base Mathcad package does not have the algorithms to support integer programming. For that, you need an add-on package... I think it's the Data Analysis Extension Pack, but I'm not sure -- try to find descriptions of the extension packages on the PTC site.

Aaron

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ValeryOchkov24-Ruby IV
24-Ruby IV
November 25, 2010

Vladimir G. wrote:

Hello,

I need to solve mixed-integer linear programming problem.

My problem is like common minimization problem but with integer constrain on one of variables ( not real ).

The SOEP (Solving Optimization Ext. Puck. for Mathcad 6-11?) has an option "I" for this task.

Not Minimize (f, x) but Minimize (f, x, "I") - I - Integer.

One example (sorry, in Russian):

http://twt.mpei.ac.ru/ochkov/Mathcad_14/Chapter4rus/4-26-Chairs-SOEP.PNG

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VladimirG.1-VisitorAuthor
1-Visitor
November 25, 2010

Thank you for sample.

I saw your topics and tried such conditions, but as far as I understand it is not work in mathcad 15.

Also in the case when count of variables is more than 100 it is really hard to write such maximize function.

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ValeryOchkov24-Ruby IV
24-Ruby IV
November 25, 2010

Vladimir (and all) - read please one Russian article:

http://twt.mpei.ac.ru/ochkov/paint.htm

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