How to add constraints to a optimization problem matrix
8 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
Kernel7364
am 10 Mai 2019
Kommentiert: Kernel7364
am 19 Mai 2019
Hello everybody,
I have another problem to solve. It is a linear problem but it is pretty big and thats why Matlab needs more than 30 minutes to solve
[x,fval] = linprog(M, A, b, Aeq, beq);
My matrix A is approximately 40.000 x 20.000, so I have about 20.000 variables in my vector x.
I would like to add some constraints that the solver doesnt take to much time. I would like to add for example a constraint where I give him a possible x with a low function value M*x. My idea is that the branch and bound algorithm cuts more branches off because I added a guilty constraint with a very good value. How can I do this ? Do I have to set this as x_0 ??
Or is it possible to put this constraint in A. But I have no idea how to do this.
Actually I would like to add a row in my matrix A with this constraint, but I dont know how to combine this with my function value
Thank you very much for your help !
Best regards
0 Kommentare
Akzeptierte Antwort
Pruthvi Muppavarapu
am 14 Mai 2019
Hi,
The following document might help you understand linear constraints and a way to use them:
Feel free to refer to the following example, which shows the usage of constraints in an optimization problem:
Hope this answer helps.
Regards,
Pruthvi
Weitere Antworten (0)
Siehe auch
Kategorien
Mehr zu Get Started with Optimization Toolbox finden Sie in Help Center und File Exchange
Produkte
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!