BookmarkSubscribeRSS Feed
abhik_giri
Calcite | Level 5


Is Minimize ∑[x(i)+y(i)] the exact equivalent of ∑x(i)+y(i) for a LPP?

Some time back, I read somewhere that the formulation ∑x(i)+y(i) is more effective than ∑[x(i)+y(i)] because we are minimizing each section of the objective function separately. Same for maximizaton.

Is this correct? Can it be mathematically proved if this is correct or incorrect?

1 REPLY 1
RobPratt
SAS Super FREQ

Yes, they are equivalent, and neither one is more efficient than the other.  In both cases, the LP solver sees a single vector of objective coefficients and optimizes the x and y parts simultaneously.  The variable names do not influence the solver, which internally considers all problems as having one set of variables indexed from 0 to n - 1.

sas-innovate-white.png

Register Today!

Join us for SAS Innovate 2025, our biggest and most exciting global event of the year, in Orlando, FL, from May 6-9.

 

Early bird rate extended! Save $200 when you sign up by March 31.

Register now!

Discussion stats
  • 1 reply
  • 1036 views
  • 0 likes
  • 2 in conversation