How to add constraints to a optimization problem matrix

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Hello everybody,
I have another problem to solve. It is a linear problem but it is pretty big and thats why Matlab needs more than 30 minutes to solve
[x,fval] = linprog(M, A, b, Aeq, beq);
My matrix A is approximately 40.000 x 20.000, so I have about 20.000 variables in my vector x.
I would like to add some constraints that the solver doesnt take to much time. I would like to add for example a constraint where I give him a possible x with a low function value M*x. My idea is that the branch and bound algorithm cuts more branches off because I added a guilty constraint with a very good value. How can I do this ? Do I have to set this as x_0 ??
Or is it possible to put this constraint in A. But I have no idea how to do this.
Actually I would like to add a row in my matrix A with this constraint, but I dont know how to combine this with my function value
Thank you very much for your help !
Best regards

Accepted Answer

Pruthvi Muppavarapu
Pruthvi Muppavarapu on 14 May 2019
The following document might help you understand linear constraints and a way to use them:
Feel free to refer to the following example, which shows the usage of constraints in an optimization problem:
Hope this answer helps.
  1 Comment
Kernel7364 on 19 May 2019
Hey Pruthvi,
thank you very much for the answer.
The examples and links you posted here were very helpful.
I solved my problem thanks to the links you gave me.
Have a great day and best regards,

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