I have a problem modeling this function

Problems with modeling
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lcarreon
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Joined: 2 years ago

I have a problem modeling this function

Post by lcarreon »

Hi everyone!
I`ve tried all the week to solve this equation but i havent found the solution. its a linear programing problem. I ve defined the variables and the function but i cant solve it con LP, the program only runs with NLP.Could you help me. Please
this is the function and constraints
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[ CODE ]
$OFFSYMXREF
$OFFSYMLIST

option limrow=0;
option limcol=0;
option solprint=on;
option sysout=off;

option LP=CPLEX;
option MIP=CPLEX;
option NLP=CONOPT;
option MINLP=DICOPT;
option OPTCR=0;

$TITLE VMI
$ONTEXT
P_c=Maximize∑_(j=1)^N▒{a_j y_j-b_j y_j^2-δy_j-0.5θ_j y_j^2-[√(2y_j (H_s+H_bj )(S_s+S_bj+p_j σ_LTj L(z_j)) )+(H_s+H_bj )(z_j σ_LTj+σ_LTj L(z_j))]}
$OFFTEXT

VARIABLE F1, x;

EQUATIONS funobj, rest1, rest2, rest3;
funobj.. F1 =E= (20*x)-(.003*sqr(x))-(7*x)-((0.5*.004)*sqr(x))-(sqrt(2*(9+7)*(15+10)*sqr(x)));
rest1.. 2000=G=x;
rest2.. x=L=4000;
rest3.. x=G=0;

model problema1 /all/;
options LP = Cplex;
solve problema1 using LP maximizing F1;
[ END ]
GFA
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Posts: 50
Joined: 5 years ago

Re: I have a problem modeling this function

Post by GFA »

Hi lcarreon,

How do you know your problem could be solved with LP? I see a square in your objective function meaning it is not a linear function.
And I think we are missing some information about the problem. What is subscript t and b?

Cheers,
GFA
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