[Cbc] Linear System Constraint Least Square

[Stefan Vigerske]

Hi,

you might want to look into algebraic modeling languages then, e.g.,
Pyomo, ZIMPL for open source, and
AIMMS, AMPL, GAMS for commercial.

Stefan


On 10/16/2013 08:18 PM, soufiane khiat wrote:
> Hello,
>
> I'm new on Optimization topic. I try to minimize:
> ||Ax-b||_2
> Subject to a list of constraint {B_i, L_ij, E_ij}:
> B_i (each x_i could have a: no bound, min bound, max bound or both):
> min_i<=x_i<=max_i
>
> L_ij (with i != j, (i,j) On [1..N]):
> x_i + x_j = u_ij With u_ij = {0 OR 1}
>
> E_ij (with i != j, (i,j) On [1..N]):
> u_i >= x_i
> u_j >= x_j
> u_i + u_j <= 1 With (u_i, u_j) is Binary variable like u_ij on L_ij.
>
> I have no control on size of data, number of B_i, L_ij and E_ij it is only
> a data.
> 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.
>
> My question is, how can I fill a CbcModel to describ this problem without
> *.mps file?
> It is possible to only provide a Matrix A and b?
>
> Thanks for you answers.
>
> Soufiane KHIAT
> Software Engineer
>
>
>
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