[转载] lineariation problem....help, please - 未名空间MITBBS历史存档

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[转载] lineariation problem....help, please

[转载] lineariation problem....help, please# Computation - 科学计算

a*o2005-06-07 07:06

1 楼

【以下文字转载自 CS 讨论区,原文如下】
发信人: ayiyahiho (sddddddddddddddddd), 信区: CS
标题: lineariation problem....help, please
发信站: Unknown Space - 未名空间 (Mon Jun 6 17:52:27 2005) WWW-POST
Hi, all,
I have a nonlinear constraint which i don't know how to linearize it.
it is in the form
x*y=z
x and y both have a bound.
Then, how can i linearize it? I hope I can achieve a LP or MILP form by
linearization.
Thank you very much.

r*y2005-06-07 07:06

2 楼

log(x) + log(y) = log(z)
if negative numbers exist (e.g. x <0), just use -x to do all the stuff.

【在 a*******o 的大作中提到】

: 【以下文字转载自 CS 讨论区,原文如下】
: 发信人: ayiyahiho (sddddddddddddddddd), 信区: CS
: 标题: lineariation problem....help, please
: 发信站: Unknown Space - 未名空间 (Mon Jun 6 17:52:27 2005) WWW-POST
: Hi, all,
: I have a nonlinear constraint which i don't know how to linearize it.
: it is in the form
: x*y=z
: x and y both have a bound.
: Then, how can i linearize it? I hope I can achieve a LP or MILP form by

a*o2005-06-07 07:06

3 楼

Thank you very much.
I also have other constraints which x and y are linearized in them.
If I do log(x) and log(y), it would violate linearization of other
constraints.
I am sorry. I forgot to put on all the conditions.
Are there a way to use two or three inequalities to substitute this equality?
For example,
x*y=3.
Can I use like the following form to substitute it?
x+y>=C1
x-y<=C2...
x and y are continuous variable.
Thanks....I am not familiar with this kind of stuffs.

【在 r****y 的大作中提到】

:
: log(x) + log(y) = log(z)
: if negative numbers exist (e.g. x <0), just use -x to do all the stuff.

h*o2005-06-07 07:06

4 楼

google bilinear convex and concave envelope

【在 a*******o 的大作中提到】

: Thank you very much.
: I also have other constraints which x and y are linearized in them.
: If I do log(x) and log(y), it would violate linearization of other
: constraints.
: I am sorry. I forgot to put on all the conditions.
: Are there a way to use two or three inequalities to substitute this equality?
: For example,
: x*y=3.
: Can I use like the following form to substitute it?
: x+y>=C1

a*o2005-06-07 07:06

5 楼

Thanks a lot!

equality?
stuff.

【在 h***o 的大作中提到】

: google bilinear convex and concave envelope