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3 MILP Problem
The general formulation in TOMVIEW for a mixed-integer linear
programming problem is:
|
|
|
f(x) = cT x |
| |
|
| s/t |
| xL |
≤ |
x |
≤ |
xU, |
| bL |
≤ |
A x |
≤ |
bU,
xj N j I |
|
|
(3) |
where
c,
x,
xL,
xU
Rn,
A
Rm1
× n, and
bL,
bU
Rm1. The variables
x
I, the index subset of 1,...,
n are restricted to be
integers. Equality constraints are defined by setting the lower
bound equal to the upper bound, i.e. for constraint
i:
bL(
i)
=
bU(
i).
Mixed-integer linear problems are defined in the same manner as
linear problems. However, the user can give a wider range of inputs
to the assign routine and solvers. In TOMVIEW integers can be
identified by a 0-1 vector.
The following example illustrates how to solve a MILP problem using
the TOMVIEW format.
Open the file for viewing, and execute in LabVIEW.
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