How to add constraints to a optimization problem matrix
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Kernel7364
le 10 Mai 2019
Commenté : Kernel7364
le 19 Mai 2019
Hello everybody,
I have another problem to solve. It is a linear problem but it is pretty big and thats why Matlab needs more than 30 minutes to solve
[x,fval] = linprog(M, A, b, Aeq, beq);
My matrix A is approximately 40.000 x 20.000, so I have about 20.000 variables in my vector x.
I would like to add some constraints that the solver doesnt take to much time. I would like to add for example a constraint where I give him a possible x with a low function value M*x. My idea is that the branch and bound algorithm cuts more branches off because I added a guilty constraint with a very good value. How can I do this ? Do I have to set this as x_0 ??
Or is it possible to put this constraint in A. But I have no idea how to do this.
Actually I would like to add a row in my matrix A with this constraint, but I dont know how to combine this with my function value
Thank you very much for your help !
Best regards
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Pruthvi Muppavarapu
le 14 Mai 2019
Hi,
The following document might help you understand linear constraints and a way to use them:
Feel free to refer to the following example, which shows the usage of constraints in an optimization problem:
Hope this answer helps.
Regards,
Pruthvi
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