[R] Linear programming question

[Moshe Olshansky]

Hi Tobias,

Could you please explain the role of x and y - are
they somehow related to S1,S2,S3,S4?  Are they
constant?  Are they additional variable?
What was your original problem (without the slack
variables)?

Regards,

Moshe.

--- Tobias Schlottmann <tobischlot2002 at yahoo.com>
wrote:

>  Hi everybody,    
>   consider please an optimization problem:  
>    
>   minimize   sum S1+S2
>    
>   Subject to :  y - x =< A + S1
>                      x - y =< A + S2
>    
>   and we want to add two more constraints:
>    
>                    y - x =< B - S3
>                    x - y =< B - S4
>    
>   where A is a small constant value and B is a large
> constant value, S1 and S2 are surplus and S3 and S4
> are slack variables.
>    
>   S3 and S4 have to be maximized in objective
> function. As objective function, is this correct?  :
>    
>   minimize sum S1+ S2 - S3 -S4
>    
>   where actually we want to minimize S1 and S2; and
> maximize S3 and S4.
>    
>   If it is not correct, what to do ?
>    
>   Thank you for any guide.
>    
>   Tobias
> 
>  
> ---------------------------------
> 
> 
> 	[[alternative HTML version deleted]]
> 
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