Linear Programming with vector/matrix variables

[Mostafa]

Dear all,

I am trying to solve a linear programming problem, something similar to https://github.com/scalanlp/breeze/wiki/Quickstart#breezeoptimizelinear

However, I want to have one vector for all three optimization variables; i.e instead of:

val x0 = Real()
val x1 = Real()
val x2 = Real()

have something like  

val x = DenseVector.fill(3)(Real())

val c = DenseVector[Double](1,2,3)

but I can't seem to be able to get this part:
val lpp =  ( (x0 +  x1 * 2 + x2 * 3 )
    subjectTo ( x0 * -1 + x1 + x2 <= 20)
    subjectTo ( x0 - x1 * 3 + x2 <= 30)
    subjectTo ( x0 <= 40 )
)
right. For example first line:
(x0 +  x1 * 2 + x2 * 3 )
can't be translated to c * x. What is the right approach here?

Thank you

Mostafa 

[David Hall]

Sorry for the slow response. There's not a way to do that currently. You can manually write the loops (or use zip and map...) if you want.

--
You received this message because you are subscribed to the Google Groups "Scala Breeze" group.
To unsubscribe from this group and stop receiving emails from it, send an email to scala-breeze+unsubscribe@googlegroups.com.
To post to this group, send email to scala-...@googlegroups.com.
To view this discussion on the web visit https://groups.google.com/d/msgid/scala-breeze/20cd9798-cbe7-4df7-b947-6c60e24a5fbd%40googlegroups.com.
For more options, visit https://groups.google.com/d/optout.

[Mostafa]

Thank you David!

To unsubscribe from this group and stop receiving emails from it, send an email to scala-breeze...@googlegroups.com.