CODEWITHSUNDEEP
pythonoptimizationscipypulp
Manish
Manish

Reputation: 127

Optimize linear equations for maximum minimum value

I have a set of linear equations, I want to optimize in such a way that the minimum outcome of any equation is best possible. 

for example

Solve for
x1*1 + x2*2 
x1*3 + x2*4

constraint
x1+x2=<12

I am doing linear maximization with Pulp in python and results yield one output too large and other too small. Currently, I am checking the best minimum possible value by setting another constraint

x1*1 + x2*2 >= minval
x1*3 + x2*4 >= minval

I am now iterating for the best possible value of minval till the problem is unfeasible, but this is CPU costly way to do as optimization runs for each value of minval

Upvotes: 1

Views: 565

Answers (1)

user2357112
user2357112

Reputation: 281958

Introduce a new variable z and new constraints z <= x1 + 2*x2 and z <= 3*x1 + 4*x2, then maximize z. This is similar to what you tried with minval, but telling the linear programming solver to optimize the value instead of fiddling it up and down yourself.

Upvotes: 1

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