[Cbc] Linear System Constraint Least Square

[Mike Steglich]

An additional alternative for an open source MPL is CMPL (coliop.org).

Mike

Am 17.10.2013 um 16:26 schrieb 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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> 
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