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optimization using integer linear programming

hsbhela-disable
1-Newbie

optimization using integer linear programming

is it possible to solve the following optimization problem in Mathcad using integer linear programming, if yes then please help me with that:
Objective function: A=v*2-3 ,where v is summation of (k^3-(k-1)^3)*(Ck+Dk) from k=1 to N (N=arbitrary number from 4 to 16 also Ck, Dk means C subscript k and D subscript k)
Constraint:1) A>= some constant(take any suitable value just to run an example)
2) Ck+Dk=1 (Ck, Dk can take values either 1 or 0 and cannot be both 1 and zeros simultaneously for certain k)

Variables: Ck and Dk
I want the optimizer to solve the above problem by letting me know the optimum Ck and Dk for each value of k. If this can be done in the Mathcad I shall be very gratefull to you. If you need any further info or anything that is not clear you can write me at 1) hsbhela at rediffmail dot com
6 REPLIES 6

I'm sure of two things:

1. Understand nothing YET !
2. Not inspired to decipher what you have in mind !

What the hell are you trying to do ?
Can't reopen the work sheet, it went all blank.
First it happens in 10 years ?

jmG

... downloaded again, saved 2000

jmG

Mathcad does not normally do integer programming. The solving and optimization extension pack, available for some Mathcad versions, does have that capability.

But in your setup there is nothing to optimize. A is a constant, and depends only on the (known) sums Ck+Dk+Ek, and not on the individual C, D, ane E values.
__________________
� � � � Tom Gutman

On 6/12/2009 9:12:24 AM, hsbhela wrote:
>is it possible to solve the
>following optimization problem
>in Mathcad using integer
>linear programming, if yes
>then please help me with that:
>Objective function: A=v*2-3
>,where v is summation of
>(k^3-(k-1)^3)*(Ck+Dk) from k=1
>to N (N=arbitrary number from
>4 to 16 also Ck, Dk means C
>subscript k and D subscript k)
>Constraint:1) A>= some
>constant(take any suitable
>value just to run an example)
>2) Ck+Dk=1 (Ck, Dk can take
>values either 1 or 0 and
>cannot be both 1 and zeros
>simultaneously for certain k)
>
>Variables: Ck and Dk
>I want the optimizer to solve
>the above problem by letting
>me know the optimum Ck and Dk
>for each value of k. If this
>can be done in the Mathcad I
>shall be very gratefull to
>you. If you need any further
>info or anything that is not
>clear you can write me at 1)
>hsbhela at rediffmail dot com


Re-think your problem. If Ck+Dk=1 for each "k" then they play no role in "v", which is simple the summation of 3k^2-3k+1 from 1 to "N". With "N" limited to a few values, you can simple calculate all "A" 12 possible values...

Al

>Re-think your problem. If Ck+Dk=1 for each "k" then they play no role in "v", which is simple the summation of 3k^2-3k+1 from 1 to "N". With "N" limited to a few values, you can simple calculate all "A" 12 possible values...[Al]<<br> ____________________________________

Maybe not exactly like that. What's under Sigma is N�. If multiplied by C, D, E it will have the meaning found in the vector sum [k of C+D+E from a user valued system. As given in the work sheet, the solution is unique 2/3, but C+D+E may be found as anything happening in the user addressed vector sum so that a general solution is now:



That's how the problem it appears not knowing more to be interpreted.

jmG
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