I want to state a linear model where I can't use boolean variables due to efficiency reasons. I can only use a solver that can handle boolean variables not that efficiently. And in a productive model I would need hundreds of those variables.
I use a boolean variable to decide if I can satisfy demand either from one source (continuous variable A) or another source (continuous variable B) but not both.
The constraint is:
A + B >= demand
But either A OR B can be non-zero.
This can be ensured by using a boolean variable (Bool_A) and the following constraints:
A <= 1000 * Bool_A
B <= 1000 * (1- Bool_A)
If Bool_A = 1, then the variable A can take non-zero values and B is forced to 0, and if Bool_A = 0 then vice versa.
My question is now: does anyone know, if it is possible to model this using only linear variables (no booleans and integer variables) or has a proof that it is not possible.
In Brown, G. and Dell, R., "Formulating linear and integer linear programs: A rogues’ gallery" the following linear programming formulation for the XOR (exclusive or) can be found :
X = A xor B
resolves to
X ≤ A + B
X ≥ A - B
X ≥ - A + B
X ≤ 2 - A - B
Using an auxiliary variable:
X = A + B - 2*H
H ≤ A
H ≤ B
H ≥ A + B - 1
H ≥ 0
I have two variables: x>= 0 and y binary (either 0 or 1), and I have a constant z >= 0. How can I use linear constraints to describe the following condition:
If x = z then y = 1 else y = 0.
I tried to solve this problem by defining another binary variable i and a large-enough positive constant U and adding constraints
y - U * i = 0;
x - U * (1 - i) = z;
Is this correct?
Really there are two classes of constraints that you are asking about:
If y=1, then x=z. For some large constant M, you could add the following two constraints to achieve this:
x-z <= M*(1-y)
z-x <= M*(1-y)
If y=1 then these constraints are equivalent to x-z <= 0 and z-x <= 0, meaning x=z, and if y=0, then these constraints are x-z <= M and z-x <= M, which should not be binding if we selected a sufficiently large M value.
If y=0 then x != z. Technically you could enforce this constraint by adding another binary variable q that controls whether x > z (q=1) or x < z (q=0). Then you could add the following constraints, where m is some small positive value and M is some large positive value:
x-z >= mq - M(1-q)
x-z <= Mq - m(1-q)
If q=1 then these constraints bound x-z to the range [m, M], and if q=0 then these constraints bound x-z to the range [-M, -m].
In practice when using a solver this usually will not actually ensure x != z, because small bounds violations are typically allowed. Therefore, instead of using these constraints I would suggest not adding any constraints to your model to enforce this rule. Then, if you get a final solution with y=0 and x=z, you could adjust x to take value x+epsilon or x-epsilon for some infinitesimally small value of epsilon.
So I change the conditional constraints to
if x = z then y = 0 else y = 1
Then the answer will be
x - z <= M * y;
x - z >= m * y;
where M is a large enough positive number, m is a small enough positive number.
http://ayazdzulfikar.blogspot.in/2014/12/penggunaan-fenwick-tree-bit.html?showComment=1434865697025#c5391178275473818224
For example being told that the value of the function or f (i) of the index-i is an i ^ k, for k> = 0 and always stay on this matter. Given query like the following:
Add value array [i], for all a <= i <= b as v Determine the total
array [i] f (i), for each a <= i <= b (remember the previous function
values clarification)
To work on this matter, can be formed into Query (x) = m * g (x) - c,
where g (x) is f (1) + f (2) + ... + f (x).
To accomplish this, we
need to know the values of m and c. For that, we need 2 separate
BIT. Observations below for each update in the form of ab v. To
calculate the value of m, virtually identical to the Range Update -
Point Query. We can get the following observations for each value of
i, which may be:
i <a, m = 0
a <= i <= b, m = v
b <i, m = 0
By using the following observation, it is clear that the Range Update - Point Query can be used on any of the BIT. To calculate the value of c, we need to observe the possibility for each value of i, which may be:
i <a, then c = 0
a <= i <= b, then c = v * g (a - 1)
b <i, c = v * (g (b) - g (a - 1))
Again, we need Range Update - Point Query, but in a different BIT.
Oiya, for a little help, I wrote the value of g (x) for k <= 3 yes: p:
k = 0 -> x
k = 1 -> x * (x + 1) / 2
k = 2 -> x * (x + 1) * (2x + 1) / 6
k = 3 -> (x * (x + 1) / 2) ^ 2
Now, example problem SPOJ - Horrible Queries . This problem is
similar issues that have described, with k = 0. Note also that
sometimes there is a matter that is quite extreme, where the function
is not for one type of k, but it could be some that polynomial shape!
Eg LA - Alien Abduction Again . To work on this problem, the solution
is, for each rank we make its BIT counter m respectively. BIT combined
to clear the counters c it was fine.
How can we used this concept if:
Given an array of integers A1,A2,…AN.
Given x,y: Add 1×2 to Ax, add 2×3 to Ax+1, add 3×4 to Ax+2, add 4×5 to
Ax+3, and so on until Ay.
Then return Sum of the range [Ax,Ay].
If I had the sum of products like z*a + z*b + z*c + ... + z*y, it would be possible to move the z factor, which is the same, out before brackets: z(a + b + c + ... y).
I'd like to know how it is possible (if it is) to do the same trick if bitwise XOR is used instead of multiplication.
z^a + z^b + ... z^y -> z^(a + b + ... + y)
Perhaps a, b, c ... should be preprocessed, such as logically negated or something else, before adding? z could change, so preprocessing, if it's needed, shouldn't depend on particular z value.
From Wikipedia:
Distributivity: with no binary function, not even with itself
So, no, unfortunately, you can't do anything like that with XOR.
To prove that a general formula does not hold you only need to prove a contradiction in a limited case.
We can reduce it to show that this does not hold:
(a^b) * c = (a^c) * (b^c)
It is trivial to show that one base case fails as such:
a = 3
b = 1
c = 1
(a^b) * c = (3^1) * 1 = 2
(a^c) * (b^c) = 2 * 0 = 0
Using the same case you can show that (a*b) ^ c = (a^c) * (b^c) and (a + b) ^ c = (a^c) + (b^c) do not hold either.
Hence, equality does not hold in a general case.
Equality can hold in special cases though, which is an entirely different subject.
Let's say we have the following statement: s = 3 * a * b - 2 * c, where s, a, b and c are variables. Also, we used Shunting Yard algorithm to build RPN expression, so now we can assign values to variables a, b and c and calculate s value by using simple RPN evaluator.
But, the problem is that I should be able to calculate a value of any variable a, b or c when values of all other variables are set.
So, I need to transform existing expression somehow to get a set of expressions:
a = (s + 2 * c) / (3 * b)
b = (s + 2 * c) / (3 * a)
c = (3 * a * b - s) / 2
How can I generate such expressions on basis of one original statement? Is there any standard approaches for solving such problems?
Constraints:
A set of available operators: +, -, *, /, including unary + and -
operators *, / and = can't have the same variable on both sides (e.g. s = a * a, or s = a + s are not acceptable)
Thanks
See this first: Postfix notation to expression tree to convert your RPN into a tree.
Once you have the equation left expression = right expression change this to left expression - right expression = 0 and create a tree of left expression - right expression via Shunting Yard and the above answer. Thus when you evaluate the tree, you must get the answer as 0.
Now based on your restrictions, observe that if a variable (say x) is unknown, the resulting expression will always be of the form
(ax + b)/(cx + d) where a,b,c,d will depend on the other variables.
You can now recursively compute the expression as a tuple (a,b,c,d).
In the end, you will end up solving the linear equation
(ax + b)/(cx + d) = 0 giving x = -b/a
This way you don't have to compute separate expressions for each variable. One expression tree is enough. And given the other variables, you just recursively compute the tuple (a,b,c,d) and solve the linear equation in the end.
The (incomplete) pseudocode will be
TupleOrValue Eval (Tree t) {
if (!t.ContainsVariable) {
blah;
return value;
}
Tuple result;
if (t.Left.ContainsVariable) {
result = Eval(t.Left);
value = Eval(t.Right);
return Compose(t.Operator, result, value);
} else {
result = Eval(t.Right);
value = Eval(t.Left);
return Compose(t.Operator, result, value);
}
}
Tuple Compose(Operator op, Tuple t, Value v) {
switch (op) {
case 'PLUS': return new Tuple(t.a + v*t.c, t.b + v*t.d, t.c, t.d);
// (ax+b)/(cx+d) + v = ( (a + vc)x + b + dv)/(cx + d)
// blah
}
}
For an example, if the expression is x+y-z = 0. The tree will be
+
/ \
x -
/ \
y z
For y=5 and z=2.
Eval (t.Right) will return y-z = 3 as that subtree does not contain x.
Eval(t.Left) will return (1,0,0,1) which corresponds to (1x + 0)/(0x + 1). Note: the above pseudo-code is incomplete.
Now Compose of (1,0,0,1) with the value 3 will give (1 + 3*0, 0 + 3*1, 0, 1) = (1,3,0,1) which corresponds to (x + 3)/(0x + 1).
Now if you want to solve this you take x to be -b/a = -3/1 = -3
I will leave the original answer:
In general it will be impossible.
For instance consider the expression
x*x*x*x*x + a*x*x*x*x + b*x*x*x + c*x*x + d*x = e
Getting an expression for x basically corresponds to find the roots of the polynomial
x5 + ax4 + bx3 + cx2 + dx -e
which has been proven to be impossible in general, if you want to use +,-,/,* and nth roots. See Abel Ruffini Theorem.
Are there are some restrictions you forgot to mention, which might simplify the problem?
The basic answer is you have to apply algebra to the set of equations you have, to produce equations that you want.
In general, if you start with this symbolic equation:
s = 3 * a * b - 2 * c
and you add constraints for s, a, and c:
s = ...
a = ...
c = ...
you need to apply standard laws of algebra to rearrange the set of equations to produce what you want, in this case, a formula for b:
b = ...
If you add different constraints, you need the same laws of algebra, applied in different ways.
If your equations are all of the form (as your example is not) of
left_hand_side_variable_n = combination_of_variables
then you can use rules for solving simultaneous equations. For linear combinations, this is pretty straightforward (you learned how to do this high school). And you can even set up a standard matrix and solve using a standard solver package without doing algebra.
If the equations are not linear, then you may not be able to find a solution no matter how good your math is (see other answers for examples). To the extent it is possible to do so, you can use a computer algebra system (CAS) to manipulate formulas. They do so by representing the formulas essentially as [math] abstract syntax trees, not as RPN, and apply source-to-source transformation rules (you would call these "algebra rules" from high school). They usually have a pretty big set of built-in rules ("knowledge") already. Some CAS will attempt to solve such systems of equations for you using the built-in rules; others, you have to tell what sequence of algebraic laws to apply in what order.
You may also use a constraint solver, which is a special kind of computer algebra system focused only on answering the kind of question you've posed, e.g., "with this set of constraints, and specific values for variables, what is the value of other variables?". These are pretty good if your equations follows the forms they are designed to solve; otherwise no gaurantee but that's not surprising.
One can also use a program transformation system, which manipulate arbitrary "syntax trees", because algrebra trees are just a special case of syntax trees. To use such a system, you define the langauge to be manipulated (e.g., conventional algebra) and the rules by which it can be manipulated, and the order in which to apply the rules. [The teacher did exactly this for you in your intro algebra class, but not in such a formal way] Here's an example of a my program transformation system manipulating algebra. For equation solving, you want much the same rules, but a different order of application.
Finally, if you want to do this in a C++ program, either you have to simulate one of the above more general mechanisms (which is a huge amount of work), or you have narrow what you are willing to solve significantly (e.g., "linear combinations") so that you can take advantage of a much simpler algorithm.
There is a quite straight-forward one for very basic expressions (like in your example) where each variable occurs mostly once and every operator is binary. The algorithm is mostly what you would do by hand.
The variable we are looking for will be x in the following lines. Transform your expression into the form f(...,x,...) == g(...). Either variable x is already on the left hand side or you just switch both sides.
You now have two functions consisting of applications of binary operators to sub-expressions, i.e. f = o_1(e_1,e_2) where each e_i is either a variable, a number or another function e_i = o_i(e_j, e_k). Think of this as the binary tree representation where nodes are operators and leafs are variables or numbers. Same applies for g.
Yyou can apply the following algorithm (our goal is to transform the tree into one representing the expression x == h(...):
while f != x:
// note: f is not a variable but x is a subexpression of f
// and thus f has to be of the form binop(e_1, e_2)
if x is within e_1:
case f = e_1 + e_2: // i.e. e_1 + e_2 = g
g <- g - e_2
case f = e_1 - e_2: // i.e. e_1 - e_2 = g
g <- g + e_2
case f = e_1 * e_2: // i.e. e_1 * e_2 = g
g <- g / e_2
case f = e_1 / e_2: // i.e. e_1 / e_2 = g
g <- g * e_2
f <- e_1
else if x is within e_2:
case f = e_1 + e_2: // i.e. e_1 + e_2 = g
g <- g - e_2
case f = e_1 - e_2: // i.e. e_1 - e_2 = g
g <- g + e_2
case f = e_1 * e_2: // i.e. e_1 * e_2 = g
g <- g / e_2
case f = e_1 / e_2: // i.e. e_1 / e_2 = g
g <- g * e_2
f <- e_1
Now that f = x and f = g was saved during all steps we have x = g as solution.
In each step you ensure that x remains on the lhs and at the same time you reduce the depth of the lhs by one. Thus this algorithm will terminate after a finite amount of steps.
In your example (solve for b):
f = 3a*b*2c*- and g = s
f = 3a*b* and g = s2c*+
f = b and g = s2c*+3a*/
and thus b = (s + 2*c)/(3*a).
If you have more operators you can extend the algorithm but you might run into problems if they are not invertible.