[R] Linear programming question
m_olshansky at yahoo.com
Thu Jul 19 04:20:50 CEST 2007
Could you please explain the role of x and y - are
they somehow related to S1,S2,S3,S4? Are they
constant? Are they additional variable?
What was your original problem (without the slack
--- Tobias Schlottmann <tobischlot2002 at yahoo.com>
> Hi everybody,
> consider please an optimization problem:
> minimize sum S1+S2
> Subject to : y - x =< A + S1
> x - y =< A + S2
> and we want to add two more constraints:
> y - x =< B - S3
> x - y =< B - S4
> where A is a small constant value and B is a large
> constant value, S1 and S2 are surplus and S3 and S4
> are slack variables.
> S3 and S4 have to be maximized in objective
> function. As objective function, is this correct? :
> minimize sum S1+ S2 - S3 -S4
> where actually we want to minimize S1 and S2; and
> maximize S3 and S4.
> If it is not correct, what to do ?
> Thank you for any guide.
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