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Results tagged with linear-programming
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user 29430
Linear programming is the study of optimizing a linear function over a set of linear inequalities. The Simplex Method, Ellipsoid Method and Interior Point Method are popular algorithms to solve linear programs.
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How to implement linear constraints that include several absolute values
Dear all,
I am trying to implement a linear constraint that includes several absolute values in the form: Abs(A) + Abs(B) + Abs(C) + Abs(D) + ... = 1
Since the minimization problem includes quite a …
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