Re: [ojAlgo-user] Using both Upper and Lower bound constraints in a model
Mathematics, linear algebra and optimisation
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From: Anders P. <an...@op...> - 2019-02-24 09:40:25
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Not sure exactly what we discussed, but: Specifying both a lower and upper limit (specifying a range, not an equality constraint) is in fact 2 constraints. Most likely only 1 is necessary, and therefore it is inefficient. Also when you start adding constraints it’s quite easy to accidentally create an infeasible problem. Why do you add the constraints? If you are defining ranges on variables to box in the solution you want, then think again. Maybe there is some other problem you should fix? /Anders > On 24 Feb 2019, at 04:03, Vincent de CHACUS C. via ojAlgo-user <oja...@li...> wrote: > > Hey Anders, > > I remember a couple of years ago, you mentioned that it wasn't advisable to specify both an upper and lower bound at the same time, as constraints, when building a financial optimization model using ojAlgo. > Is there any reason why it's ill-advised? > I attempted it today and the solution was Unfeasible. > > Regards, > Vince > > > > _______________________________________________ > ojAlgo-user mailing list > ojA...@li... > https://lists.sourceforge.net/lists/listinfo/ojalgo-user |