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Guest
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Hello all,
I am looking for a function which is close to linear programming.
My problem is as followed:
I got a list of m inequalities with n parameters.
The inequalities are of two form:
X1*Am,1+X2*Am,2+....+Xn*Am,n>0 and X1*Am,1+X2*Am,2+....+Xn*Am,n<0,
Where Ai,j equal to 1 or -1 for all i,j.
I need to find the coefficients X1..Xn such that I will have a maximum
correct answers for the inequalities (notice that X1,..,Xn are common
for the entire set of inequalities).
It means that the coefficients need to satisfy as many inequalities as
possible!
I need a maximum of correct answer because two inequalities might
contradict each other.
Notice that the inequalities are strict. if it would ease (and the
calculation time will improve extremely), than the inequalities can be
Quote: 0 and <=0 (NOTICE: not >=0 and <=0!!!, no overlaping)
The coefficients can have any real values include negative. I would
prefer a certain positive range like [0,..,100] but it should not
limit us.
Is there a known (and efficient) algorithm for problems of my type?
(m,n can be big: n several hundreds, m tens of thousands)
Is anyone familiar with a library or software which does it?
Thanks,
Asi |
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