MATLAB: Linear Programming Objective Function with constant term.

linear programmingobjective-function

Hi,

I'm wondering how you represent a constant value in the LP formulation in MATLAB, using "linprog".

For example,

Min Z = 2 x1 + 3 x2 + 4 y

x1 and x2 are variables.

y is an input value, not a variable.

How to represent this in the coding?

thanks!

Best Answer

You cannot add a constant, but there shouldn't be any need to. Adding a constant to the objective function does not change the location(s) of the solutions, x.

Related Solutions

MATLAB: Least squares regression of a quadratic without bx term.

Try this:

DM = [x(:).^2 ones(size(x(:)))];                        % Design Matrix
B = DM \ y(:);                                          % Parameters
yfit = DM * B;                                          % Calculated Fit
SStot = sum((y-mean(y)).^2);                            % Total Sum-Of-Squares
SSres = sum((y(:)-yfit(:)).^2);                         % Residual Sum-Of-Squares
Rsq = 1-SSres/SStot;                                    % R^2

To plot it:

figure
plot(x, y, 'p')
hold on
plot(x, yfit, '-r')
hold off
grid

MATLAB: Optimizer Question

That doesn't seem to make immediate sense: if you sample the same point twice in a row, then the delta from the previous point is 0 and that new term would vanish, but clearly optimization should not depend upon the history of which points you visited before and in which order.

Are you perhaps trying to put in a constraint about wanting the answer to be "close to" a given point? If so then the extra term you want should perhaps be more like sqrt( (x(1)-x0(1)).^2 + (x(2)-x0(2)).^2 + (x(3)-x0(3)).^2 )

Best Answer

Related Solutions

MATLAB: Least squares regression of a quadratic without bx term.

MATLAB: Optimizer Question

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