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is there any chance to solve a logarithmic objective function using lpsolve? indeed, I want to change the first line of the following code in lpsolve IDE to log(x11 b11 + x12 b12 + x21 b21 + x22 b22), but lpsolve can not solve it then. Does anybody here have dealt with this situation before? thanks.

max: x11 b11 + x12 b12 + x21 b21 + x22 b22;
x11 + x21 = 1;
x12 + x22 = 1;
54 = b11 x11 + b11 x12;
54 = b12 x11 + b12 x12;
54 = b21 x21 + b21 x22;
54 = b22 x21 + b22 x22;
bin x11, x12, x21, x22;
sdsajjadi
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1 Answers1

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You don't need to include the log. The problem

max log(c'x)
st. Ax=b

has the same optimal solution as 

max c'x
st. Ax=b

(I assume c'x > 0 as otherwise the log() can not be evaluated).

Erwin Kalvelagen
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