sci.op-research

On Wed, 26 Mar 2008 03:52:01 GMT, Paul Rubin wrote:

>Peter wrote:
>>>> 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- Hide quoted text -
>>>
>>> - Show quoted text -
>>
>> A sample problem can be as following:
>>
>>
>> (P)
>> Min z1=x
>> X <= y
>>
>> (P')
>> Min z2=0
>> y <= b (b is a constant)
>> z1_min <= k (k is a constant)
>>
>> where z1_min, is the optimal value of the objective function for the
>> problem (P). The decision variables in the problem (P') parameterize
>> the constraints in the problem (P).
>
>Neglecting for the moment the fact that, as written, (P) is unbounded, I
>think I see (in general terms) where you are headed. I believe the


... and you claim that you understand what is, quote, "Min z2=0"?...

A.L.