In addition to the individual bounds on the components, you may have up to ten linear constraints on the set of components. For example, you would need a linear constraint in the following situation. Suppose you need to constrain the wet ingredients (eggs, milk, oil) of a cake mix so that together they are not less than 40% or greater than 60% of the total mixture. If you are willing to allow equal amounts of these three ingredients, you would use the following values for the linear constraint: lower value is 0.4, the upper value is 0.6, and the component coefficients are all 1. Examples for a four-component blend are shown in the table below:
|
|
Coefficients |
| |||
Condition |
Lower Value |
A |
B |
C |
D |
Upper Value |
A + B > 10 and A + B < 20 |
10 |
1 |
1 |
|
|
20 |
5A + 3B + 8D < 0.1 |
|
5 |
3 |
|
8 |
0.1 |
0.5B + 0.8D > 0.9 |
0.9 |
|
0.5 |
0.8 |
|
|