The NLP Procedure

LINCON Statement

LINCON l_con [ , l_con …] ;

where l_con is given in one of the following formats:

  • linear_term operator number

  • number operator linear_term

and linear_term is of the following form:

\[  <+|-> < \mr {number *} > \mr {variable} <+|- < \mr {number *} > \mr {variable} \ldots >  \]

The value of operator can be one of the following: $\leq , <, \geq , >,$ or $=$.

The LINCON statement specifies equality or inequality constraints

\[  \sum _{j=1}^ n a_{ij} x_ j \:  \{ \le | = | \ge \}  \:  b_ i \quad \mr {for} \;  i=1,\ldots ,m  \]

separated by commas. For example, the constraint $ 4x_1 - 3x_2 = 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 expressed as

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