[R] Quadradic constraint in optimization of linear program

Gabor Grothendieck ggrothendieck at gmail.com
Fri Sep 18 07:29:56 CEST 2009


That doesn't change the fact that the maximum is still 10.

On Thu, Sep 17, 2009 at 11:40 PM, pragathichi <pragathichitra.s at tcs.com> wrote:
>
> Sorry i made a mistake in the example my Quadradic constraint is
> X3^2-3.6 * X3 >= 0
>
> Gabor Grothendieck wrote:
>>
>> The 2nd constraint holds trivially and the 1st constraint implies that the
>> maximum is 10.  The solution is not unique and any values of the
>> variables satisfying the 1st constraint are optimum.  No software
>> needed.
>>
>> On Thu, Sep 17, 2009 at 4:19 AM, pragathichi <pragathichitra.s at tcs.com>
>> wrote:
>>>
>>> Can someone suggest which package is required for optimization of linear
>>> program with quadradic constraint.
>>>
>>> Eg max x1+x2+x3
>>> subject to
>>> x1+x2+x3=10
>>> x3^2 >= 0
>>> --
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>>>
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>>
>> ______________________________________________
>> R-help at r-project.org mailing list
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>>
>>
>
> --
> View this message in context: http://www.nabble.com/Quadradic-constraint-in-optimization-of-linear-program-tp25487057p25502658.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>




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