LINCON Statement

The NLP Procedure

LINCON Statement

LINCON l_con [ , l_con ... ] ;


where       l_con := linear_term operator number 
or 		 l_con := number operator linear_term 
for 		 linear_term := <+|-> < number * >               parameter <+|- < number * > variable ... > 
		 operator := <= | < | >= | > | =

The LINCON statement specifies equality or inequality constraints

$\sum_{j=1}^n a_{ij} x_j \{\le | = | \ge\} b_i {for} i=1, ... ,m$

separated by commas. For example, the constraint 4x₁ - 3x₂ = 0 is expressed as

   decvar x1 x2;
   lincon 4 * x1 - 3 * x2 = 0;

and the constraints

$10x_1 - x_2 \geq 10$

$x_1 + 5x_2 \geq 15$

are programmed as

   decvar x1 x2;
   lincon 10 <= 10 * x1 - x2,
          x1 + 5 * x2 >= 15;

Chapter Contents
Previous
Next
Top