linear programming optimization equality constraints

hello, i am trying to do linear programming. and i am trying to find the minimum of my objective function.
i have attached the code. and my problem statement is also attached. i keep getting error for my equality constraints i tried every possible way known to me to solve. still couldn't fix it if anyone could suggest a way, it would be really helpful thank you

8 Kommentare

Matt J
Matt J am 14 Feb. 2018
The problem in your problemstatement.txt is pretty absurd (so I'm wondering if there is a mistake). The objective function is constant over the constrained region, so all feasible points (if any exist) are optimal.
how exactly is it absurd?? i have a function to minimize my coefficients change over a period of time.
anu vru
anu vru am 14 Feb. 2018
Bearbeitet: anu vru am 14 Feb. 2018
"Are you solving a separate sub-problem for every pv(i), pw(i), l(i) or something else?"
Yes
I need X(i) for every value of PV(I) PW(I) and l(I)
For the second part... I need to do (PV+pw-L) this is my objective...but my L is constant..I cannot vary that....for that that L I need values for Pv and PW...such that pv+pw-L=0 or atleast close to Zero
In your problem statement document, pv, pw, and L appear to be scalars, yet in your code they are vectors. You need to help us reconcile that. Are you solving a separate sub-problem for every pv(i), pw(i), l(i) or something else?
In any case, the problem as written is absurd because as I said, all choices of x(1) and x(2) are equally optimal. Your constraint
(pv*x(1)+pw*x(2))=L
assures that the objective function
f(x)=(pv*x(1)+ pw*x(2))
is a constant f(x)=L over all feasible x.
Matt J
Matt J am 14 Feb. 2018
Bearbeitet: Matt J am 14 Feb. 2018
For the second part... I need to do (PV+pw-L) this is my objective...
What happened to the x(i)'s?
but my L is constant..I cannot vary that....for that that L I need values for Pv and PW...such that pv+pw-L=0 or atleast close to Zero
You need Pv and PW? But in your code, they are given constants!
Well, I need the X values which will make my pv+pw-L=0...
I need the X values for Pv and PW... And I am pretty sure my code doesn't consider them as constants
Matt J
Matt J am 14 Feb. 2018
Bearbeitet: Matt J am 14 Feb. 2018
Well, I need the X values which will make my pv+pw-L=0...
There are no X values appearing anymore in the expression pv+pw-L. Are we still talking about pv*x(1)+pw*x(2)-L=0?
Similarly, is the objective still f(x) = pv*x(1)+pw*x(2) ?
Yes....I need the x

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 Akzeptierte Antwort

Matt J
Matt J am 14 Feb. 2018
Bearbeitet: Matt J am 14 Feb. 2018
for that that L I need values for x(1) and x(2)...such that pv*x(1)+pw*x(2)-L=0 or atleast close to Zero
The above is a a version of what you said here with corrections added by me based on your later comments.
If the whole point is really to minimize |pv*x(1)+pw*x(2)-L| subject to bounds on x, then you should really be using lsqlin:
N=length(pv);
clear x
for i=N:-1:1
f=[pv(i) pw(i)];
[x{i} fval{i}]=lsqlin(f,l(i),[],[],[],[], [0.5,0.5],[2.5,2]);
end

3 Kommentare

anu vru
anu vru am 14 Feb. 2018
Bearbeitet: Matt J am 14 Feb. 2018
yes its working now
also is a way i could get all the possible solutions?? for example
pv=1;pw=2 and L=4
therefore my x values can be x=[0 2] or x=[2 1] and more non integer answers. is there a possibility i can get all those values??
i have further analysis to do on it.
"the trust region reflective algorithm requires at least as many equations as variables" It is showing this warning... Also how is using lsqlin better than linprog?
Matt J
Matt J am 14 Feb. 2018
Bearbeitet: Matt J am 14 Feb. 2018
yes its working now
If so, please Accept-click the answer to certify that the question has been addressed.
The set of all possible solutions will typically be an infinite set of points satisfying the inequalities,
L-optimalValue <= pv*x1+pw*x2 <= L+optimalValue
lbv<= x(1) <=ubv
lbw<= x(2) <=ubw
You can find the vertices of this region using this package.

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