[Coin-lpsolver] Linear Programming Concept
tunde fabiyi
fabiyitunde at hotmail.com
Mon Apr 28 05:24:21 EDT 2003
i just joined the mailing list: i have just concluded a small linear
programming model application i would like to know wether my concept of
going through every combination of those variables (i.e after finding the
highest possible value for each of them using the constraints equations)
with a simple algorithm and checking them agaisnst the constraints to
discard or retain the values for substitution into the objective function
the summary of the algor is below
1. get highest posible value for each variable and record it down
2.iniatilize all variables holders to zero
3. try combination
4. if combination is exhausted then goto 10
5. check combination agaist constraints
6. if they do not satisfy all the constraints equation goto 3
7. get the objective value with the values in the variable holders
8. record the objective values in resultfile against the variable holder
values
9.goto 3
10.if no record is inserted into result file then print unbounded result
11.order this file by objective value
12.the highest or lowest values in this file is the reqiured answere
depending on wether we are looking for optimal or lowest objective value
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