On Wed, 16 Jan 2008, Dan Tulk wrote: > Thank you all for your help. I wonder if it makes a difference when I explain > the whole problem. I apologise for not doing so initially. What I'm *really* > trying to solve is: > > max f(x) > > s.t. > > f(x)/abs(g(x)) >= m > > What is a good way to do this with a linear program?
Probably it has no solution. If f and g represent independant linear functions, The system f(x) = large positive g(x) = small positive has a solution for arbitrarily large values of f(x). If f and g are continuous and f(x)/abs(g(x)) is bounded above for g(x) != 0, then the problem has a solution. You'll need to do some more math to get it. -- Michael [EMAIL PROTECTED] "Those parts of the system that you can hit with a hammer (not advised) are called Hardware; those program instructions that you can only curse at are called Software." _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
