I am working through setting up a optimization problem as:
min Ax
s.t. x ≥ 0
Where A is of size 1xp and hence x has size px1.
How do I add a condition such that at least one of x has value 100.
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user1243255
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I am wondering if there would exist a minima if one of $A$ is negative, I don't think so! And if none of A is negative I would give 100 to the one of x which corresponds to least of A and rest all zero! – Multigrid Aug 13 '18 at 21:50
1 Answers
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You may write $$(x_1-100)(x_2-100)\cdots (x_p-100)=0$$if i get the question rightly. Also you may define $$y=x-100$$ and rewrite the optimization problem for sake of simplicity.
Mostafa Ayaz
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The first solution cant be represented in matrix form and second solution doesn't guarantee 100 – user1243255 Aug 14 '18 at 14:16