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Topic: Optimization problem
Replies: 1   Last Post: Feb 4, 2010 3:28 AM

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Jantina Buren

Posts: 5
From: Utrecht
Registered: 2/2/10
Optimization problem
Posted: Feb 2, 2010 7:19 AM
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Hello,

I am working on the following real-life problem:

Maximize sum_p (product_t [(1-x)_tp])

s.t.
sum_t (x_tp) <= 18 for all p
sum_p (x_tp) = 1 for all t

x_tp binary

There are about 10000 variables and 1000 restrictions.

My optimization knowledge is not really up-to-date, so I hope anyone can help.

Can anyone give me any information about what methods or software are suitable for this problem.
If there is any software that can solve this problem, how long will it take to solve such kind of problem?

Thank you very much,

Jantina



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