[Top][All Lists]
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
[Help-glpk] Multiple LP problem solving
From: |
Dorian Tourin-Lebret |
Subject: |
[Help-glpk] Multiple LP problem solving |
Date: |
Wed, 8 Jun 2011 09:56:35 +0200 |
Hi,
I'm evaluating GLPK in my C code to solve a multiple LP problem. I'm trying to minimize C.x - d, where C is a real n x m matrix, d is a known n-dimensional vector and x is the unknown m-dimensional vector I'd like to get. The constraints deal with bounds for every variable.
I understand I can minimize one _expression_ like z = a.x1 + b.x2 + ... (documentation p14), but how should I write the n expressions:
z1 = a1.x1 + b1.x2 + ...
z2 = a2.x1 + b2.x2 + ...
z3 = a3.x1 + b3.x2 + ...
...
so that the variables x1, x2, ... are shares by every _expression_?
Thanks for your help!
- [Help-glpk] Multiple LP problem solving,
Dorian Tourin-Lebret <=