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I am new to linear programming, so please don't blast me if this question is too trivial for you. I was trying to solve the following equation,

$\max p = 0.00085671xz + 0.00288211xy + 0.00115083yz + 0.00174047xz + 0.00415733zy + 0.00070583zz $ subject to

$x + y + z = 98616$

$x > 0$

$y > 0$

$z > 0$

But I am getting the output to be non-determinate. Can anyone please tell me what is the problem?

Vincent
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arman
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  • Could you confirm the equation since you have two terms with $xz$ and two terms with $yz$ ? – Claude Leibovici Sep 13 '16 at 07:22
  • The equation is right. We can club them too. Doesn't matter. I have written it like this because each term came from different ways. For some the variables in them match. – arman Sep 13 '16 at 08:23
  • If you mean $xz$ to be $x$ times $z$ then the objective is non-linear. An LP solver cannot handle that. Also an LP solver can not deal with strict inequalities as in $x>0$. They rather use $x\ge 0$. – Erwin Kalvelagen Sep 13 '16 at 22:12
  • @ErwinKalvelagen Yaa. That's right. Now I got the solution. I didn't know that it can not deal with strict inequalities. If you want you can write it as answer and I will accept it. – arman Sep 14 '16 at 19:29
  • Done. I don't care about points, but I suspect an answer may make it easier to find again. The strict inequality issue is raised more often. – Erwin Kalvelagen Sep 14 '16 at 20:51

1 Answers1

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If you mean $xz$ to be $x$ times $z$ then the objective is non-linear. An LP solver cannot handle that. Also an LP solver can not deal with strict inequalities as in $x>0$. They rather use $x≥0$.

Erwin Kalvelagen
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