Timeline for Lower bound on the value $\textbf{1}^Tx$ such as $Ax\geq b$
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
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| Nov 6, 2015 at 8:30 | comment | added | Dirk | After your edit (i.e. with unknown $A$) it looks like a quadratic programming problem (for the unknowns $A$ and $x$). Depending on the size, if could well be solvable, even with integer constraints for the entries of $A$. You could try SCIP: scip.zib.de. | |
| Nov 5, 2015 at 22:38 | comment | added | user2370336 | @NathanielJohnston Actually, $A$ is not known. I have edited my question, I hope it is clearer now! | |
| Nov 5, 2015 at 22:37 | history | edited | user2370336 | CC BY-SA 3.0 |
explain better
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| Nov 5, 2015 at 22:29 | comment | added | Nathaniel Johnston | Why not just implement each of the $m$ inequalities $Ax \geq b$ in the LP, rather than summing them? The only part of your optimization problem that can't be formulated in the LP is the fact that the entries of $x$ must be integers. Using this relaxation shows that your given problem indeed has an optimal value of $4650$ (a fact that is obvious from the fact that one of the constraints is $x_1 \geq 2800$, one is $2x_2 \geq 1600$, and one is $x_3 \geq 1050$).. | |
| Nov 5, 2015 at 16:23 | history | edited | Willie Wong | CC BY-SA 3.0 |
added 16 characters in body
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| Nov 5, 2015 at 14:17 | history | asked | user2370336 | CC BY-SA 3.0 |