Sunday, November 15, 2009

NLP model

> 1) Is there any nonlinear programming optmizer that I can user for the
> following problem?
>
> Obj function: (max) revenue = price * volume
> Constraints: price and volume pair must be from the following variable data
set:
>
> Variable data set:
> # price volume
> 1 10 500
> 2 20 450
> 3 30 330
> 4 40 250
> 5 50 190
>
> Expected result: 10,000 (variable row#4)


You are confused. That is not an nonlinear programming problem. You can just 
run through the data set and pick the largest product.