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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:

     

The value of operator can be one of the following: or .

The LINCON statement specifies equality or inequality constraints

     

separated by commas. For example, the constraint is expressed as

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

and the constraints

     
     

are expressed as

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