sci.op-research

On Mar 24, 1:23 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:

I don't see the difficulty. You want the MINIMUM constrained value of
z to be >= k, so ANY constrained value of z must also be >= k.
Therefore, solving the problem min z s.t. z >= k [+ other
constraints] /will work/, unless there are other features of the
problem that you have not mentioned. You say it does not work because
"the constraint z <= k interferes ..." (your words). However, the
constraint was supposed to be z >= k, NOT your written z <= k.

R.G. Vickson



R.G. Vickson

>
> min z
> s.t.
> [some other constraints]
>
> Does anybody have an idea for formulating this problem?
>
> Peter