X = [x1, x2, x3, x4] R = {[R11, R12, R13, R14, R15, R16], [R21, R22, R23, R24, R25, R26], [R31, R32, R33, R34, R35, R36], [R41, R42, R43, R44, R45, R46]} L = [L1, L2, L3, L4, L5, L6] T = [T1, T2, T3, T4, T5, T6]
Constraint = (X * R  L)*T = 0
X is what I am trying to solve with the given constraint. R, L and T are fixed. Below is a snap of my code. Please give me an example code how I can include the constraint.
public double[] Optimize() { double[] x = new double[] { 0, 0, 0, 0 }; double[] s = new double[] { 1, 1, 1, 1 }; double[] lb = new double[] { 0, 0, 0, 0}; double[] ub = new double[] { double.PositiveInfinity, double.PositiveInfinity, double.PositiveInfinity, double.PositiveInfinity }; double epsx = 0.0000000001; int maxits = 0;
alglib.minlmstate state; alglib.minlmreport rep;
alglib.minlmcreatev(4, x, 0.0001, out state); alglib.minlmsetbc(state, lb, ub); alglib.minlmsetcond(state, epsx, maxits); alglib.minlmsetscale(state, s);
alglib.minlmoptimize(state, Objective, null, null);
alglib.minlmresults(state, out x, out rep);
return x; }
