Solve Linear Optimization Problem

Verb: solveLP

Available from: <Enterprise>

Solve a Linear Optimization problem by minimizing the objective function.

Syntax

solveLP --objective(String) [--constraints(String)] [--bounds(String)] --optimizationmethod(OptimizationMethods) [--overwriteinputvariables(Boolean)] [--tolerance(Numeric)] [--maximumnumberofevaluations(Numeric)] (Numeric)=value

Inputs

Script Designer Required AcceptedTypes Description
--objective Objective function Required Text The linear optimization objective function.
--constraints Constraints Optional Text Linear function with the problem's constraints.
--bounds Limits Optional Text Function with the linear optimization's limits.
--optimizationmethod Method Required OptimizationMethods Type of method used to optimize the function. Options:
  • Simplex: Simplex method is an interactive method used to determine, numerically, the optimal solution of a Linear Programming model;
  • Bounded BFGS: The BFGS method belongs to the quasi-Newton methods, a class of hill-climbing optimization techniques that seek a stationary point of a function (preferably twice continuously differentiable);
  • Truncated Newton: Uses a conjugate gradient method that stops when a negative curvature direction is encountered.
    		•
    --overwriteinputvariables Overwrite Input Variables Optional Boolean When enabled, assigns the obtained results to the input variables.
    --tolerance Tolerance Optional Number Tolerance of the solution that determines the minimum error of the optimal point's value.
    --maximumnumberofevaluations Max number of ratings Optional Number Maximum number of ratings.

    Outputs

    Script Designer AcceptedTypes Description
    value Value Number Optimized value.

    Example

    Solves a linear optimization problem.

    defVar --name goalNumber1 --type Numeric
defVar --name goalNumber2 --type Numeric
defVar --name optimizedFunction --type Numeric
solveLP --goaltype "Minimize" --objective "${goalNumber1} * ${goalNumber2}" --constraints "${goalNumber1} >=30\r\n${goalNumber2} >=30" --bounds "${goalNumber1} >=100\r\n${goalNumber2} >=100" --optimizationmethod "Simplex" --tolerance 0.00000001 --maximumnumberofevaluations 3000 optimizedFunction=value
logMessage --message "${optimizedFunction}" --type "Info"
// Result obtained: 200

    See Also

  • Convert Number to Text
  • Convert Text to Number
  • Decrement Variable
  • Evaluate
  • Generate Random Number
  • Increment Variable
  • Solve Linear Equations
  • Truncate Number