[Cbc] Linear System Constraint Least Square

[soufiane khiat]

Cbc do not allow us to solve this kind of problem?
Or any package on Coin-OR?

Thanks

Soufiane


2013/10/17 Mike Steglich <mike.steglich at berlin.de>

> 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
> >>
> >>
> >>
> >> _______________________________________________
> >> Cbc mailing list
> >> Cbc at list.coin-or.org
> >> http://list.coin-or.org/mailman/listinfo/cbc
> >>
> >
> > _______________________________________________
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>
>
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