> I'm looking forward to it. In the example you have given, the > params are linearly dependent on t -- what if the dependence is > non-linear?
Non-linear dependence leads to a non-linear program, so in this case the simplex method cannot be applied. > When the params (not just rhs, coefs, but also any entry in the > contraint matrix) depends nonlinearly on scaler t, I wonder if there > are some efficient algorithms. This problem seems extremely hard, Harder, but not extremely, because you have only one parameter, so some one-dimensional methods can be used, even a brute force technique. > as > the set of t that shares the same optimal basis might be many disjoint > intervals. We might just be satisfied with identifying one particular > interval of t that contains some initial t_0. Could you provide an example of the dependence? _______________________________________________ Help-glpk mailing list Help-glpk@gnu.org http://lists.gnu.org/mailman/listinfo/help-glpk
