sci.op-research

On Tue, 25 Mar 2008 08:37:29 -0700 (PDT), Peter
wrote:

>On Mar 25, 10:11 am, Horand.Gassm...@googlemail.com wrote:
>> On Mar 24, 8:23 pm, 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?
>>
>> min z
>> s.t.
>> [some other constraints]
>> z >= k- Hide quoted text -
>>
>> - Show quoted text -
>
>This does not work. Because the constraint z <= k interfers with
>minimizing z. The solver just tries to statisfy z<=k by minimizing z.

OK, then where is the problem?... Solver minimizes z and will not go
below k because of constraint

A.L.