mousemouse
Oct23-09, 06:05 AM
Hi,
I have a mixed integer non-linear model and I need to determine convexity or non-convexity.
the objective function is in this form
max z = y1*y2*y3*yn
where y1 to yn are binary variables
the constraints are all linear besides one;
min {y1*r1, y2*r2, yn*rn} > A(y1+y2+yn)
where r and A are constants.
Where do I start? On a similar note, can you recommend material or resources for this sort of thing? If possible, some very basic stuff?
thanks
I have a mixed integer non-linear model and I need to determine convexity or non-convexity.
the objective function is in this form
max z = y1*y2*y3*yn
where y1 to yn are binary variables
the constraints are all linear besides one;
min {y1*r1, y2*r2, yn*rn} > A(y1+y2+yn)
where r and A are constants.
Where do I start? On a similar note, can you recommend material or resources for this sort of thing? If possible, some very basic stuff?
thanks