Hello guy, Your "question" looks like a modeling math problem, ...and is not related to SAGE.
I wouln't try to solve "quadratic" problem using "linear" solvers : LP means "Linear Programming" for definition of LP, read http://www.sagemath.org/doc/reference/numerical/sage/numerical/mip.html more over : "CVXOPT" is short word for ConVeX OPTimization. At first sight, it looks like you want to maximize a no-concave function..and such a problem has sometimes no finite solution... if (for example) t2 = -0.5 t1 => 0.1t1 + 0.2t2 = 0 <= 1 f2 = -0.5 f1 => 2f1 + 4f2 = 0 <= 0.5 then t1.f1 + t2.f2 + 0.5f1 + 0.3f2 = t1.f1 + 2.5t1.f1 + 0.5f1 -0.15f1 = 3.5t1f1 + 0.35f1 so when (for example) f1 = 1.0 you can find f1 very large positive to get t1.f1 + t2.f2 + 0.5f1 + 0.3f2 > N whatever N value you choose. Dominique. On Monday, 5 January 2015 16:35:23 UTC+1, pegah Ali wrote: > > Hello guys, > > I have a quadratic programming for instance like the following equation: > > max t1.f1 + t2.f2 + 0.5f1 + 0.3f2 > subj to : 0.1t1 + 0.2t2 <= 1 > 2f1 + 4f2 <= 0.5 > > (f1, f2, t1 and t2 are unknown variables). > If I had min instead of max in the program, I would be able to solve it by > using solvers.qp() in CVXOPT and change the program to the following > form : > > <https://lh6.googleusercontent.com/-WZuYrkYYeqQ/VKqsaKp7RbI/AAAAAAAAAT0/sTd1R6zYwuA/s1600/f.png> > > But in case of maximization, I don't know which solvers can I use and even > how can I modify the program in order to be solved by another solver. > I would be appreciated for your helps and comments. > > Regards > Pegah > -- You received this message because you are subscribed to the Google Groups "sage-support" group. To unsubscribe from this group and stop receiving emails from it, send an email to sage-support+unsubscr...@googlegroups.com. To post to this group, send email to sage-support@googlegroups.com. Visit this group at http://groups.google.com/group/sage-support. For more options, visit https://groups.google.com/d/optout.
