Group: sci.op-research
From: A.L.
Date: Sunday, March 16, 2008 9:28 AM
Subject: Re: Solving symbolically a parametric linear program

On Wed, 12 Mar 2008 23:40:21 GMT, "Frank Kampas"
wrote:


>
> wrote in message
>news:1e336acc-cf9d-4753-a25e-02c9cf36088b@n36g2000hse.googlegroups.com...
>> Greetings!
>>
>> Is there a mathematical software that solves symbolically a parametric
>> linear program, like that one:
>>
>> min x + y
>> subject to ax + y >= 4
>> bx + y >= 7
>> x >= 0, y >=0
>>
>> That is, I would like to see the solution in terms of the coefficients
>> a and b:
>>
>> (x*, y*) = (3/(a - b), (4a - 7b)/(a - b)) if 7/a <= 4/b
>> (x*, y*) = (7/a, 0), otherwise.
>>
>> Thanks in advance, Humberto.

Your response should be here

>Mathematica 6 can solve the problem in a couple minutes. The solution is
>quite complex, having over 10 separate cases.
>The Mathematica input is simply:
>Minimize[{x+y,a*x+y >=4,b*x+y>=7,x>=0,y>=0},{x,y}]

However, I think that it would be not possible to solve symbolically
anything substantially larger than this

A.L.