How to set the sum of the absolute value of variables as inequality matrix and vector in linear programming?

3 visualizaciones (últimos 30 días)
I am trying to solve a linear program with command "linprog". The inequality constrains has a sum of varaibles. e.g. I have 3 variable. x1,x2,x3.
The constrain should be like "abs(x1)+abs(x2)+abs(x3)<=2";
How to set this constrains in matlab?
I had read the link of two variables problem. But I can't figure out the rule of it. I can't derive the 3 case from it, either. Could anyone give me some suggestions? That will be very appreciated.

Respuesta aceptada

Bruno Luong
Bruno Luong el 18 de Ag. de 2020
You can intruduce slack variables y1, y2, y3
x1 <= y1 and x1 >= -y1
x2 <= y2 and x2 >= -y2
x3 <= y3 and x3 >= -y3
y1+y2+y3 <= 2
Formulate your LP with
X:=[x1,x2,x3,y1,y2,y3]'
and the above constraints

Más respuestas (0)

Categorías

Más información sobre Solver Outputs and Iterative Display en Help Center y File Exchange.

Productos


Versión

R2019a

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by