Solve MixedIntegerLinearProgram for variables that are limited to the given set

[pegah Ali]

Hello everybody,

I am new to sage and try to solve the following LP with MixedIntegerLinearProgram:

Maximization: 3.0 x_0 + 2.0 x_1 - 1.0 x_2 Constraints: (x_0, x_1, x_2) in {(4.0,5.0,6.0), (1.0,2.0,3.0), (9.0,5.0,2.0)} How can I define MixedIntegerLinearProgram to solve my problem? Thank you for your help Regards

[Dima Pasechnik]

On 2014-12-11, pegah Ali <pegah.a...@gmail.com> wrote:
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First, you need to declare your variables integer; then
you can formulate your constraints on x_0 and x_1 as linear inequalities
(e.g. 4<=x_0<=6), but you'd have to work harder for x_2;
say, you can set x_2==9*x_3+5*x_4+2*x_5, and
further specify that x_3,4,5 are binary and sum up to 1.

HTH.

[pegah Ali]

Hello Dima,

Thank you for your response. It gave me some ideas :)