A problem related to Linear Programming. Help me to formulate a linear program from the Summation notations of the objective and constraints of the program.

I am trying to solve a Large size linear program where the objective and constraints are all in summation notation. Being a large problem it is not optimal to define each variable separately and then use them in large no. of constraints

Help me how to define the variables in the given equation and to use them as to formulate the constraints matrix A,b(standard notation) in a Linear program.

Answer 1

[Torsten]

There is no other way than to set up each variable separately.

Look at the SUDOKU example provided under

http://de.mathworks.com/help/optim/examples/solve-sudoku-puzzles-via-integer-programming.html

to see how to proceed best for threefold-indexed variables.

Best wishes

Torsten.

[TEEH]

Too bad. I believe i have to add this to the things that MATLAB lack.