pragathichi
2009-Sep-17 08:19 UTC
[R] Quadradic constraint in optimization of linear program
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 -- View this message in context: http://www.nabble.com/Quadradic-constraint-in-optimization-of-linear-program-tp25487057p25487057.html Sent from the R help mailing list archive at Nabble.com.
Gabor Grothendieck
2009-Sep-17 11:49 UTC
[R] Quadradic constraint in optimization of linear program
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 > -- > View this message in context: http://www.nabble.com/Quadradic-constraint-in-optimization-of-linear-program-tp25487057p25487057.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. >
pragathichi
2009-Sep-18 03:40 UTC
[R] Quadradic constraint in optimization of linear program
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 >> -- >> View this message in context: >> http://www.nabble.com/Quadradic-constraint-in-optimization-of-linear-program-tp25487057p25487057.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. >> > > ______________________________________________ > 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. > >-- 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.