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(non)linear programming with optional constraints

  1. Jan 6, 2010 #1
    I'm not sure if this is the best forum for this post, but no single forum seems to be a better fit, and I bet the members here are familiar with the topic.

    I have a problem of the form
    [tex]
    \begin{flalign*}
    \min &\qquad& c^Tx \\
    \mbox{subject to} &\qquad&Ax\ge b \\
    &&Cx = d \\
    &&Ex = f
    \end{flalign*}
    [/tex]
    and I'm looking for a way to require that [tex]Ax\ge b[/tex] is held, [tex]Ex=f[/tex] is held, and from [tex]Cx=d[/tex], one constraint is chosen as part of a solution vector, and the others are ignored. Whether or not a specific row of [tex]Cx=d[/tex] is chosen is up to the objective function.
    I might think that an MLCP would allow this formulation, but does anyone have further suggestions?
     
    Last edited: Jan 6, 2010
  2. jcsd
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