Re: How can I reduce variance in this LP problem?

On Aug 22, 1:10 pm, stkt...@xxxxxxxxx wrote:
Hi all,

I have a simple LP problem:

Objective Function:
Set Value x_1 + x_2 + x_3 = 1000

And if I plug this into Excel Solver with the standard LP engine,
solver gives me these results:
x_1 = 1000
x_2 = 0
x_3 = 0

Which is a problem for me since I would like the result to be
distributed evenly amongst its variables such as:
x_1 = 333.33
x_2 = 333.33
x_3 = 333.33

How can I refine my LP problem to minimize variance of my results?
What type of problem would this consider to be?

This is a constraint. Or a few constraints,
depending on how you express it. You could
put in something like:
x_1 = x_2
x_1 = x_3

Or you could put in things like:
abs(x_1 - x_2) < epsilon

Or several other possibilities depending on exactly
what you are trying to accomplish. IIRC, Excel lets
you put in such constraints. One way of approaching
this is Lagrange undetermined multipliers, which
you should look up.
Socks

.

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