[ojAlgo-user] solving a linear optimization problem with ojAlgo ?

[Andreas A. <and...@go...>]

hi,

I want to find a solution to the following problem:

(explained by example)
1 *c1 + 4 * c2 + 4* c3 + 4 * c4 =3D 2.5
1 *c1 + 4 * c2 + 1* c3 + 4 * c4 =3D 3.0

here the constraints:
1) c1+c2+c3+c4 =3D 1 (of course this could be expressed as an additional
equation: c1 + c2 + c3 + c4 =3D 1.0)
2) c1,c2,c3 and c4 are all positive

Important is that I need only one and feasible solution, thus the
computation should be as fast as possible. So there is no need to search fo=
r
every possible result.
And it needs to work with doubles (not only integers, because some librarie=
s
work only with integers)

Actually the solution needs to scale for several dozens c=B4s ( there will =
not
be only 4 like c1,c2,c3,c4), but more like 50 c1, c2,...,c49, c50
And there will not be only two equations (like in the example) but several
hundred.


So the questions are:
1) can I find a solution using ojAlgo ?
2) how will the performance be ?
3) could you give me a code snipped which is able to compute the given
example ? (I will generalize it then myself)

kind regards,
Andreas