Hi guys,

Given:

X = {x1, x2, ... xn}

Y = {y1, y2, ... yn}

and function f where

f(x, y) = 1 if (x >= y)

f(x, y) = 0 otherwise

Is there a linear representative of

Thanks in advance!

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- Jul 17th 2010, 07:02 PMzhu1984Linear Equation
Hi guys,

Given:

X = {x1, x2, ... xn}

Y = {y1, y2, ... yn}

and function f where

f(x, y) = 1 if (x >= y)

f(x, y) = 0 otherwise

Is there a linear representative of

Thanks in advance! - Jul 17th 2010, 07:13 PMAckbeet
Well, one thing you could do is write this in terms of unit step functions. Define

Then you have for your sum the following:

But this may be trading one unusable thing for another. What exactly do you mean by "linear representative"? - Jul 17th 2010, 07:18 PMzhu1984
- Jul 17th 2010, 07:30 PMAckbeet
Ok, what is a linear expression? Can you give an example?

- Jul 17th 2010, 07:40 PMzhu1984
like, x1 + x2 + y1 + y2 - x3 or

2*x1 -3*y1 + 4*x2 - 5*y2 or something like this - Jul 19th 2010, 04:09 AMAckbeet
In your last edit of the OP, I think you meant to have a comma in-between the xi and the yi inside the argument of the function f. f is defined to be a function of two arguments.

I do not think your function can be represented by a linear expression. The problem is that f is itself nonlinear. Proof that is nonlinear:

Let , and let (Prime numbers are great for counter-examples!) For your function to be linear in means you'd have to have for all scalars and for all vectors So, check it out:

For this reason, I think you're barking up the wrong tree. You said in a PM that this question is a crucial part of your current work. If you could perhaps give me more context, I might be able to help you find a different way around this problem. - Jul 21st 2010, 01:48 PMzhu1984
The detailed context is like this:

Given two vectors of variables A and B, and linear constraints on them

(such as a3 + b4 > 0, a1 + a2 =1, the number of constraints can be many), what are solutions of A and B

such that the *number* of pairwise subtractions that are positive (a_i -

b_i > 0) is maximized? or, in other word, what are solutions that maximize the number of "ai - bi > 0" being true?

Thank you ! - Jul 21st 2010, 02:04 PMAckbeet
How many elements are in A and B?

Have you listed all the constraints?

What do you mean by "solutions of A and B"?

I'd probably hand this question off to Excel's Solver routine. - Jul 21st 2010, 02:29 PMzhu1984
the number of elements in A and B can be more than 100 and the number of constraints can be 200 or more. The solustion of A and B is the solution for each of elements in A and B that makes "ai - bi > 0" maximum.

For example, there are a1, a2, a3 in vector A and b1, b2, b3 in vector B.

The constraints are:

a1 - b1> a2 - b2;

a2 = 1;

a2 -b2 > a3 - b3;

b3 + a2 > 0;

one of the the solution for our problem can be: a1 = 5 b1 = 3, a2 = 1, b2 = 0, a3 = 0, b3 = 0;

because this makes: a1 - b1 > 0, a2 - b2 > 0 and a3 - b3 > 0. If we cannot fine a solution that makes all of the "ai - bi" greater than zero, the solution should be the one that makes as much as "ai - bi" greater than zero. Is there any existed theory discuss with this? - Jul 22nd 2010, 06:54 AMAckbeet
This problem simply isn't in the realm of linear programming. You're trying to maximize a nonlinear function with certain constraints. I'd recommend the book

*How to Solve It: Modern Heuristics*, by Michalewicz and Fogel. You might be best off with an evolutionary algorithm or an annealing algorithm. I can imagine that with a hill-climbing algorithm, you're going to run into local maximums and get stuck. So you're going to need ways of escaping local maximums. - Jul 22nd 2010, 07:46 AMAckbeet
You could also hand your optimization problem off to gnumeric. Here's a thread talking about that.

- Jul 23rd 2010, 11:16 AMzhu1984
Thank you sooo much! I will go to see that.

- Jul 23rd 2010, 11:17 AMAckbeet
You're very welcome. Have a good one!