<div dir="ltr"><div>Hello,<br><br>I'm new on Optimization topic. I try to minimize:<br>||Ax-b||_2<br></div><div>Subject to a list of constraint {B_i, L_ij, E_ij}:<br></div><div>B_i (each x_i could have a: no bound, min bound, max bound or both):<br>
min_i<=x_i<=max_i<br></div><div><br></div><div>L_ij (with i != j, (i,j) On [1..N]):<br></div><div>x_i + x_j = u_ij With u_ij = {0 OR 1}<br><br>E_ij (with i != j, (i,j) On [1..N]):<br></div><div>u_i >= x_i<br></div>
<div>u_j >= x_j<br></div><div>u_i + u_j <= 1 With (u_i, u_j) is Binary variable like u_ij on L_ij.<br><br>I have no control on size of data, number of B_i, L_ij and E_ij it is only a data.<br></div><div>A is a Matrix NxM, x and b is a vector. So I would like to find best as possible x to satisfact this constraints.<br>
<br></div><div>My question is, how can I fill a CbcModel to describ this problem without *.mps file?<br></div><div>It is possible to only provide a Matrix A and b?<br><br></div><div>Thanks for you answers.<br><br>Soufiane KHIAT<br>
Software Engineer<br><br></div></div>