Hi Tobias, Could you please explain the role of x and y - are they somehow related to S1,S2,S3,S4? Are they constant? Are they additional variable? What was your original problem (without the slack variables)?
Regards, Moshe. --- Tobias Schlottmann <[EMAIL PROTECTED]> wrote: > Hi everybody, > consider please an optimization problem: > > minimize sum S1+S2 > > Subject to : y - x =< A + S1 > x - y =< A + S2 > > and we want to add two more constraints: > > y - x =< B - S3 > x - y =< B - S4 > > where A is a small constant value and B is a large > constant value, S1 and S2 are surplus and S3 and S4 > are slack variables. > > S3 and S4 have to be maximized in objective > function. As objective function, is this correct? : > > minimize sum S1+ S2 - S3 -S4 > > where actually we want to minimize S1 and S2; and > maximize S3 and S4. > > If it is not correct, what to do ? > > Thank you for any guide. > > Tobias > > > --------------------------------- > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, > reproducible code. > ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.