sci.op-research

Peter wrote:
> I have an optimization problem, where I want to minimize the objective
> function. On the other hand I need to have a constraint which says
> that optimal value of the objective function should be greater than or
> equal to a specific value:
>
> min z
> s.t.
> [some other constraints]
> z_min >= k
>
> where, k is a scalar, and z_min is the optimal value of the objective
> function for the problem below:
>
> min z
> s.t.
> [some other constraints]
>
> Does anybody have an idea for formulating this problem?
>
> Peter

The objective function is the same in both problems? Are the variables
the same in both problems (which would not make much sense)? I can only
make sense of this if the variables in the outer problem parameterize
the constraints of the inner problem, but that would mean the inner
problem has different decision variables and likely a different
objective. Perhaps you could supply a small scale specific example.

/Paul